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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 07:36:37 -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/11/t1229006242w0f030k5gp9lzur.htm/, Retrieved Sun, 19 May 2024 07:16:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32269, Retrieved Sun, 19 May 2024 07:16:06 +0000

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165

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

-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-11 14:36:37] [8758b22b4a10c08c31202f233362e983] [Current]
- RMP     [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-11 14:46:40] [1ce0d16c8f4225c977b42c8fa93bc163] 

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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=32269&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=32269&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32269&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	0.095676	0.8062	0.211415
2	-0.025395	-0.214	0.415587
3	-0.109741	-0.9247	0.179128
4	0.029906	0.252	0.400886
5	0.15625	1.3166	0.096106
6	0.000161	0.0014	0.49946
7	0.034891	0.294	0.38481
8	0.062066	0.523	0.30131
9	0.28015	2.3606	0.010498
10	-0.006824	-0.0575	0.477153
11	-0.188806	-1.5909	0.058037
12	-0.168978	-1.4238	0.079438
13	0.180438	1.5204	0.066426
14	0.378592	3.1901	0.001059
15	0.041306	0.3481	0.364415
16	0.076264	0.6426	0.261272
17	-0.154614	-1.3028	0.098426
18	0.087921	0.7408	0.230617
19	0.053753	0.4529	0.325991
20	0.017905	0.1509	0.440253
21	0.105602	0.8898	0.188283
22	0.101335	0.8539	0.198026
23	0.228138	1.9223	0.029289
24	-0.061218	-0.5158	0.303787
25	-0.21185	-1.7851	0.03926
26	-0.241984	-2.039	0.022588
27	0.120624	1.0164	0.156446
28	0.011597	0.0977	0.461215
29	0.126744	1.068	0.144577
30	-0.069875	-0.5888	0.278941
31	-0.106704	-0.8991	0.185817
32	0.091863	0.774	0.220736
33	-0.105477	-0.8888	0.188565
34	-0.08063	-0.6794	0.249548
35	-0.066257	-0.5583	0.289202
36	0.090686	0.7641	0.223659

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.095676 & 0.8062 & 0.211415 \tabularnewline
2 & -0.025395 & -0.214 & 0.415587 \tabularnewline
3 & -0.109741 & -0.9247 & 0.179128 \tabularnewline
4 & 0.029906 & 0.252 & 0.400886 \tabularnewline
5 & 0.15625 & 1.3166 & 0.096106 \tabularnewline
6 & 0.000161 & 0.0014 & 0.49946 \tabularnewline
7 & 0.034891 & 0.294 & 0.38481 \tabularnewline
8 & 0.062066 & 0.523 & 0.30131 \tabularnewline
9 & 0.28015 & 2.3606 & 0.010498 \tabularnewline
10 & -0.006824 & -0.0575 & 0.477153 \tabularnewline
11 & -0.188806 & -1.5909 & 0.058037 \tabularnewline
12 & -0.168978 & -1.4238 & 0.079438 \tabularnewline
13 & 0.180438 & 1.5204 & 0.066426 \tabularnewline
14 & 0.378592 & 3.1901 & 0.001059 \tabularnewline
15 & 0.041306 & 0.3481 & 0.364415 \tabularnewline
16 & 0.076264 & 0.6426 & 0.261272 \tabularnewline
17 & -0.154614 & -1.3028 & 0.098426 \tabularnewline
18 & 0.087921 & 0.7408 & 0.230617 \tabularnewline
19 & 0.053753 & 0.4529 & 0.325991 \tabularnewline
20 & 0.017905 & 0.1509 & 0.440253 \tabularnewline
21 & 0.105602 & 0.8898 & 0.188283 \tabularnewline
22 & 0.101335 & 0.8539 & 0.198026 \tabularnewline
23 & 0.228138 & 1.9223 & 0.029289 \tabularnewline
24 & -0.061218 & -0.5158 & 0.303787 \tabularnewline
25 & -0.21185 & -1.7851 & 0.03926 \tabularnewline
26 & -0.241984 & -2.039 & 0.022588 \tabularnewline
27 & 0.120624 & 1.0164 & 0.156446 \tabularnewline
28 & 0.011597 & 0.0977 & 0.461215 \tabularnewline
29 & 0.126744 & 1.068 & 0.144577 \tabularnewline
30 & -0.069875 & -0.5888 & 0.278941 \tabularnewline
31 & -0.106704 & -0.8991 & 0.185817 \tabularnewline
32 & 0.091863 & 0.774 & 0.220736 \tabularnewline
33 & -0.105477 & -0.8888 & 0.188565 \tabularnewline
34 & -0.08063 & -0.6794 & 0.249548 \tabularnewline
35 & -0.066257 & -0.5583 & 0.289202 \tabularnewline
36 & 0.090686 & 0.7641 & 0.223659 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32269&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]0.095676[/C][C]0.8062[/C][C]0.211415[/C][/ROW]
[ROW][C]2[/C][C]-0.025395[/C][C]-0.214[/C][C]0.415587[/C][/ROW]
[ROW][C]3[/C][C]-0.109741[/C][C]-0.9247[/C][C]0.179128[/C][/ROW]
[ROW][C]4[/C][C]0.029906[/C][C]0.252[/C][C]0.400886[/C][/ROW]
[ROW][C]5[/C][C]0.15625[/C][C]1.3166[/C][C]0.096106[/C][/ROW]
[ROW][C]6[/C][C]0.000161[/C][C]0.0014[/C][C]0.49946[/C][/ROW]
[ROW][C]7[/C][C]0.034891[/C][C]0.294[/C][C]0.38481[/C][/ROW]
[ROW][C]8[/C][C]0.062066[/C][C]0.523[/C][C]0.30131[/C][/ROW]
[ROW][C]9[/C][C]0.28015[/C][C]2.3606[/C][C]0.010498[/C][/ROW]
[ROW][C]10[/C][C]-0.006824[/C][C]-0.0575[/C][C]0.477153[/C][/ROW]
[ROW][C]11[/C][C]-0.188806[/C][C]-1.5909[/C][C]0.058037[/C][/ROW]
[ROW][C]12[/C][C]-0.168978[/C][C]-1.4238[/C][C]0.079438[/C][/ROW]
[ROW][C]13[/C][C]0.180438[/C][C]1.5204[/C][C]0.066426[/C][/ROW]
[ROW][C]14[/C][C]0.378592[/C][C]3.1901[/C][C]0.001059[/C][/ROW]
[ROW][C]15[/C][C]0.041306[/C][C]0.3481[/C][C]0.364415[/C][/ROW]
[ROW][C]16[/C][C]0.076264[/C][C]0.6426[/C][C]0.261272[/C][/ROW]
[ROW][C]17[/C][C]-0.154614[/C][C]-1.3028[/C][C]0.098426[/C][/ROW]
[ROW][C]18[/C][C]0.087921[/C][C]0.7408[/C][C]0.230617[/C][/ROW]
[ROW][C]19[/C][C]0.053753[/C][C]0.4529[/C][C]0.325991[/C][/ROW]
[ROW][C]20[/C][C]0.017905[/C][C]0.1509[/C][C]0.440253[/C][/ROW]
[ROW][C]21[/C][C]0.105602[/C][C]0.8898[/C][C]0.188283[/C][/ROW]
[ROW][C]22[/C][C]0.101335[/C][C]0.8539[/C][C]0.198026[/C][/ROW]
[ROW][C]23[/C][C]0.228138[/C][C]1.9223[/C][C]0.029289[/C][/ROW]
[ROW][C]24[/C][C]-0.061218[/C][C]-0.5158[/C][C]0.303787[/C][/ROW]
[ROW][C]25[/C][C]-0.21185[/C][C]-1.7851[/C][C]0.03926[/C][/ROW]
[ROW][C]26[/C][C]-0.241984[/C][C]-2.039[/C][C]0.022588[/C][/ROW]
[ROW][C]27[/C][C]0.120624[/C][C]1.0164[/C][C]0.156446[/C][/ROW]
[ROW][C]28[/C][C]0.011597[/C][C]0.0977[/C][C]0.461215[/C][/ROW]
[ROW][C]29[/C][C]0.126744[/C][C]1.068[/C][C]0.144577[/C][/ROW]
[ROW][C]30[/C][C]-0.069875[/C][C]-0.5888[/C][C]0.278941[/C][/ROW]
[ROW][C]31[/C][C]-0.106704[/C][C]-0.8991[/C][C]0.185817[/C][/ROW]
[ROW][C]32[/C][C]0.091863[/C][C]0.774[/C][C]0.220736[/C][/ROW]
[ROW][C]33[/C][C]-0.105477[/C][C]-0.8888[/C][C]0.188565[/C][/ROW]
[ROW][C]34[/C][C]-0.08063[/C][C]-0.6794[/C][C]0.249548[/C][/ROW]
[ROW][C]35[/C][C]-0.066257[/C][C]-0.5583[/C][C]0.289202[/C][/ROW]
[ROW][C]36[/C][C]0.090686[/C][C]0.7641[/C][C]0.223659[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32269&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32269&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	0.095676	0.8062	0.211415
2	-0.025395	-0.214	0.415587
3	-0.109741	-0.9247	0.179128
4	0.029906	0.252	0.400886
5	0.15625	1.3166	0.096106
6	0.000161	0.0014	0.49946
7	0.034891	0.294	0.38481
8	0.062066	0.523	0.30131
9	0.28015	2.3606	0.010498
10	-0.006824	-0.0575	0.477153
11	-0.188806	-1.5909	0.058037
12	-0.168978	-1.4238	0.079438
13	0.180438	1.5204	0.066426
14	0.378592	3.1901	0.001059
15	0.041306	0.3481	0.364415
16	0.076264	0.6426	0.261272
17	-0.154614	-1.3028	0.098426
18	0.087921	0.7408	0.230617
19	0.053753	0.4529	0.325991
20	0.017905	0.1509	0.440253
21	0.105602	0.8898	0.188283
22	0.101335	0.8539	0.198026
23	0.228138	1.9223	0.029289
24	-0.061218	-0.5158	0.303787
25	-0.21185	-1.7851	0.03926
26	-0.241984	-2.039	0.022588
27	0.120624	1.0164	0.156446
28	0.011597	0.0977	0.461215
29	0.126744	1.068	0.144577
30	-0.069875	-0.5888	0.278941
31	-0.106704	-0.8991	0.185817
32	0.091863	0.774	0.220736
33	-0.105477	-0.8888	0.188565
34	-0.08063	-0.6794	0.249548
35	-0.066257	-0.5583	0.289202
36	0.090686	0.7641	0.223659

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.095676	0.8062	0.211415
2	-0.034868	-0.2938	0.384882
3	-0.104978	-0.8846	0.189689
4	0.050875	0.4287	0.334728
5	0.14652	1.2346	0.110525
6	-0.0408	-0.3438	0.36601
7	0.05319	0.4482	0.32769
8	0.08955	0.7546	0.226503
9	0.266497	2.2455	0.013924
10	-0.072863	-0.614	0.270603
11	-0.177929	-1.4993	0.069121
12	-0.11079	-0.9335	0.176854
13	0.202065	1.7026	0.046506
14	0.295332	2.4885	0.007588
15	-0.035935	-0.3028	0.381467
16	0.121047	1.02	0.155605
17	-0.143585	-1.2099	0.11517
18	0.003842	0.0324	0.487131
19	0.039308	0.3312	0.370729
20	0.121699	1.0255	0.154315
21	0.155387	1.3093	0.097325
22	-0.051217	-0.4316	0.333684
23	-0.01198	-0.1009	0.459939
24	-0.056275	-0.4742	0.318413
25	-0.142484	-1.2006	0.11695
26	-0.151289	-1.2748	0.103271
27	0.073724	0.6212	0.268227
28	-0.201139	-1.6948	0.047245
29	0.056447	0.4756	0.317898
30	-0.156759	-1.3209	0.095393
31	-0.009554	-0.0805	0.468031
32	0.070454	0.5937	0.277315
33	-0.043698	-0.3682	0.356907
34	-0.096281	-0.8113	0.209958
35	-0.056464	-0.4758	0.317847
36	-0.084929	-0.7156	0.238285

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.095676 & 0.8062 & 0.211415 \tabularnewline
2 & -0.034868 & -0.2938 & 0.384882 \tabularnewline
3 & -0.104978 & -0.8846 & 0.189689 \tabularnewline
4 & 0.050875 & 0.4287 & 0.334728 \tabularnewline
5 & 0.14652 & 1.2346 & 0.110525 \tabularnewline
6 & -0.0408 & -0.3438 & 0.36601 \tabularnewline
7 & 0.05319 & 0.4482 & 0.32769 \tabularnewline
8 & 0.08955 & 0.7546 & 0.226503 \tabularnewline
9 & 0.266497 & 2.2455 & 0.013924 \tabularnewline
10 & -0.072863 & -0.614 & 0.270603 \tabularnewline
11 & -0.177929 & -1.4993 & 0.069121 \tabularnewline
12 & -0.11079 & -0.9335 & 0.176854 \tabularnewline
13 & 0.202065 & 1.7026 & 0.046506 \tabularnewline
14 & 0.295332 & 2.4885 & 0.007588 \tabularnewline
15 & -0.035935 & -0.3028 & 0.381467 \tabularnewline
16 & 0.121047 & 1.02 & 0.155605 \tabularnewline
17 & -0.143585 & -1.2099 & 0.11517 \tabularnewline
18 & 0.003842 & 0.0324 & 0.487131 \tabularnewline
19 & 0.039308 & 0.3312 & 0.370729 \tabularnewline
20 & 0.121699 & 1.0255 & 0.154315 \tabularnewline
21 & 0.155387 & 1.3093 & 0.097325 \tabularnewline
22 & -0.051217 & -0.4316 & 0.333684 \tabularnewline
23 & -0.01198 & -0.1009 & 0.459939 \tabularnewline
24 & -0.056275 & -0.4742 & 0.318413 \tabularnewline
25 & -0.142484 & -1.2006 & 0.11695 \tabularnewline
26 & -0.151289 & -1.2748 & 0.103271 \tabularnewline
27 & 0.073724 & 0.6212 & 0.268227 \tabularnewline
28 & -0.201139 & -1.6948 & 0.047245 \tabularnewline
29 & 0.056447 & 0.4756 & 0.317898 \tabularnewline
30 & -0.156759 & -1.3209 & 0.095393 \tabularnewline
31 & -0.009554 & -0.0805 & 0.468031 \tabularnewline
32 & 0.070454 & 0.5937 & 0.277315 \tabularnewline
33 & -0.043698 & -0.3682 & 0.356907 \tabularnewline
34 & -0.096281 & -0.8113 & 0.209958 \tabularnewline
35 & -0.056464 & -0.4758 & 0.317847 \tabularnewline
36 & -0.084929 & -0.7156 & 0.238285 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32269&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]0.095676[/C][C]0.8062[/C][C]0.211415[/C][/ROW]
[ROW][C]2[/C][C]-0.034868[/C][C]-0.2938[/C][C]0.384882[/C][/ROW]
[ROW][C]3[/C][C]-0.104978[/C][C]-0.8846[/C][C]0.189689[/C][/ROW]
[ROW][C]4[/C][C]0.050875[/C][C]0.4287[/C][C]0.334728[/C][/ROW]
[ROW][C]5[/C][C]0.14652[/C][C]1.2346[/C][C]0.110525[/C][/ROW]
[ROW][C]6[/C][C]-0.0408[/C][C]-0.3438[/C][C]0.36601[/C][/ROW]
[ROW][C]7[/C][C]0.05319[/C][C]0.4482[/C][C]0.32769[/C][/ROW]
[ROW][C]8[/C][C]0.08955[/C][C]0.7546[/C][C]0.226503[/C][/ROW]
[ROW][C]9[/C][C]0.266497[/C][C]2.2455[/C][C]0.013924[/C][/ROW]
[ROW][C]10[/C][C]-0.072863[/C][C]-0.614[/C][C]0.270603[/C][/ROW]
[ROW][C]11[/C][C]-0.177929[/C][C]-1.4993[/C][C]0.069121[/C][/ROW]
[ROW][C]12[/C][C]-0.11079[/C][C]-0.9335[/C][C]0.176854[/C][/ROW]
[ROW][C]13[/C][C]0.202065[/C][C]1.7026[/C][C]0.046506[/C][/ROW]
[ROW][C]14[/C][C]0.295332[/C][C]2.4885[/C][C]0.007588[/C][/ROW]
[ROW][C]15[/C][C]-0.035935[/C][C]-0.3028[/C][C]0.381467[/C][/ROW]
[ROW][C]16[/C][C]0.121047[/C][C]1.02[/C][C]0.155605[/C][/ROW]
[ROW][C]17[/C][C]-0.143585[/C][C]-1.2099[/C][C]0.11517[/C][/ROW]
[ROW][C]18[/C][C]0.003842[/C][C]0.0324[/C][C]0.487131[/C][/ROW]
[ROW][C]19[/C][C]0.039308[/C][C]0.3312[/C][C]0.370729[/C][/ROW]
[ROW][C]20[/C][C]0.121699[/C][C]1.0255[/C][C]0.154315[/C][/ROW]
[ROW][C]21[/C][C]0.155387[/C][C]1.3093[/C][C]0.097325[/C][/ROW]
[ROW][C]22[/C][C]-0.051217[/C][C]-0.4316[/C][C]0.333684[/C][/ROW]
[ROW][C]23[/C][C]-0.01198[/C][C]-0.1009[/C][C]0.459939[/C][/ROW]
[ROW][C]24[/C][C]-0.056275[/C][C]-0.4742[/C][C]0.318413[/C][/ROW]
[ROW][C]25[/C][C]-0.142484[/C][C]-1.2006[/C][C]0.11695[/C][/ROW]
[ROW][C]26[/C][C]-0.151289[/C][C]-1.2748[/C][C]0.103271[/C][/ROW]
[ROW][C]27[/C][C]0.073724[/C][C]0.6212[/C][C]0.268227[/C][/ROW]
[ROW][C]28[/C][C]-0.201139[/C][C]-1.6948[/C][C]0.047245[/C][/ROW]
[ROW][C]29[/C][C]0.056447[/C][C]0.4756[/C][C]0.317898[/C][/ROW]
[ROW][C]30[/C][C]-0.156759[/C][C]-1.3209[/C][C]0.095393[/C][/ROW]
[ROW][C]31[/C][C]-0.009554[/C][C]-0.0805[/C][C]0.468031[/C][/ROW]
[ROW][C]32[/C][C]0.070454[/C][C]0.5937[/C][C]0.277315[/C][/ROW]
[ROW][C]33[/C][C]-0.043698[/C][C]-0.3682[/C][C]0.356907[/C][/ROW]
[ROW][C]34[/C][C]-0.096281[/C][C]-0.8113[/C][C]0.209958[/C][/ROW]
[ROW][C]35[/C][C]-0.056464[/C][C]-0.4758[/C][C]0.317847[/C][/ROW]
[ROW][C]36[/C][C]-0.084929[/C][C]-0.7156[/C][C]0.238285[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32269&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32269&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	0.095676	0.8062	0.211415
2	-0.034868	-0.2938	0.384882
3	-0.104978	-0.8846	0.189689
4	0.050875	0.4287	0.334728
5	0.14652	1.2346	0.110525
6	-0.0408	-0.3438	0.36601
7	0.05319	0.4482	0.32769
8	0.08955	0.7546	0.226503
9	0.266497	2.2455	0.013924
10	-0.072863	-0.614	0.270603
11	-0.177929	-1.4993	0.069121
12	-0.11079	-0.9335	0.176854
13	0.202065	1.7026	0.046506
14	0.295332	2.4885	0.007588
15	-0.035935	-0.3028	0.381467
16	0.121047	1.02	0.155605
17	-0.143585	-1.2099	0.11517
18	0.003842	0.0324	0.487131
19	0.039308	0.3312	0.370729
20	0.121699	1.0255	0.154315
21	0.155387	1.3093	0.097325
22	-0.051217	-0.4316	0.333684
23	-0.01198	-0.1009	0.459939
24	-0.056275	-0.4742	0.318413
25	-0.142484	-1.2006	0.11695
26	-0.151289	-1.2748	0.103271
27	0.073724	0.6212	0.268227
28	-0.201139	-1.6948	0.047245
29	0.056447	0.4756	0.317898
30	-0.156759	-1.3209	0.095393
31	-0.009554	-0.0805	0.468031
32	0.070454	0.5937	0.277315
33	-0.043698	-0.3682	0.356907
34	-0.096281	-0.8113	0.209958
35	-0.056464	-0.4758	0.317847
36	-0.084929	-0.7156	0.238285

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1.5 ; 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