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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 04:27:41 -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/12/t122908138636tinqqxltcpe1c.htm/, Retrieved Sun, 19 May 2024 06:46:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32568, Retrieved Sun, 19 May 2024 06:46:11 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

210

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

-     [Univariate Explorative Data Analysis] [] [2008-12-04 14:53:51] [2a30350413961f11db13c46be07a5f73]
-    D  [Univariate Explorative Data Analysis] [] [2008-12-05 09:37:57] [2a30350413961f11db13c46be07a5f73]
- RMPD    [(Partial) Autocorrelation Function] [] [2008-12-09 19:03:21] [2a30350413961f11db13c46be07a5f73]
-   P         [(Partial) Autocorrelation Function] [] [2008-12-12 11:27:41] [c60a842d48931bd392d024d8e9ef4583] [Current]

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Dataseries X:

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Histogram

Boxplots

0.24
0.23
0.23
0.24
0.23
0.23
0.25
0.21
0.26
0.25
0.24
0.24
0.27
0.25
0.26
0.29
0.24
0.26
0.24
0.26
0.25
0.26
0.24
0.21
0.20
0.22
0.20
0.21
0.20
0.19
0.20
0.20
0.21
0.24
0.22
0.19
0.23
0.23
0.23
0.22
0.23
0.25
0.25
0.22
0.25
0.25
0.24
0.19
0.24
0.26
0.24
0.24
0.25
0.23
0.27
0.24
0.26
0.27
0.29
0.28
0.32
0.29
0.27
0.26
0.28
0.31
0.29
0.31
0.31
0.32
0.32
0.26
0.31
0.31
0.31
0.31
0.29
0.27
0.30
0.27
0.27
0.30
0.28
0.24
0.28
0.28
0.33
0.28
0.29
0.25
0.31
0.29
0.37
0.31
0.29
0.28
0.30
0.32
0.31
0.28
0.29
0.29
0.28
0.26
0.28
0.30
0.33
0.31
0.37
0.36
0.37
0.37
0.36
0.33
0.33
0.40
0.32
0.39
0.39
0.37
0.37
0.30
0.33
0.33
0.34
0.35
0.34
0.37
0.37
0.37
0.36
0.32
0.33
0.35
0.36
0.35
0.37
0.35
0.32
0.33
0.28
0.32
0.35
0.30
0.32
0.32
0.32
0.32
0.36
0.31
0.26
0.33
0.31
0.34
0.33
0.38
0.32
0.30
0.32
0.33
0.34
0.29
0.33
0.36
0.32
0.32
0.32
0.31
0.30
0.34
0.34
0.30
0.28
0.25
0.27
0.33
0.28
0.33
0.32
0.27
0.27
0.28
0.27
0.27
0.25
0.25
0.22
0.27

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=32568&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=32568&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32568&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	0.823566	11.2922	0
2	0.784875	10.7617	0
3	0.75675	10.376	0
4	0.745785	10.2257	0
5	0.722798	9.9105	0
6	0.722698	9.9091	0
7	0.695568	9.5371	0
8	0.668139	9.1611	0
9	0.640456	8.7815	0
10	0.61666	8.4552	0
11	0.60478	8.2923	0
12	0.616721	8.4561	0
13	0.55652	7.6306	0
14	0.545536	7.48	0
15	0.540234	7.4073	0
16	0.555994	7.6234	0
17	0.537821	7.3742	0
18	0.555975	7.6231	0
19	0.534993	7.3354	0
20	0.503363	6.9018	0
21	0.496359	6.8057	0
22	0.48448	6.6429	0
23	0.467837	6.4147	0
24	0.476013	6.5268	0
25	0.424135	5.8155	0
26	0.399619	5.4793	0
27	0.402043	5.5125	0
28	0.368603	5.054	1e-06
29	0.333319	4.5702	4e-06
30	0.309712	4.2466	1.7e-05
31	0.274082	3.758	0.000114
32	0.271661	3.7248	0.000129
33	0.274991	3.7705	0.000109
34	0.249516	3.4212	0.000382
35	0.216508	2.9686	0.001691
36	0.265159	3.6357	0.000179

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.823566 & 11.2922 & 0 \tabularnewline
2 & 0.784875 & 10.7617 & 0 \tabularnewline
3 & 0.75675 & 10.376 & 0 \tabularnewline
4 & 0.745785 & 10.2257 & 0 \tabularnewline
5 & 0.722798 & 9.9105 & 0 \tabularnewline
6 & 0.722698 & 9.9091 & 0 \tabularnewline
7 & 0.695568 & 9.5371 & 0 \tabularnewline
8 & 0.668139 & 9.1611 & 0 \tabularnewline
9 & 0.640456 & 8.7815 & 0 \tabularnewline
10 & 0.61666 & 8.4552 & 0 \tabularnewline
11 & 0.60478 & 8.2923 & 0 \tabularnewline
12 & 0.616721 & 8.4561 & 0 \tabularnewline
13 & 0.55652 & 7.6306 & 0 \tabularnewline
14 & 0.545536 & 7.48 & 0 \tabularnewline
15 & 0.540234 & 7.4073 & 0 \tabularnewline
16 & 0.555994 & 7.6234 & 0 \tabularnewline
17 & 0.537821 & 7.3742 & 0 \tabularnewline
18 & 0.555975 & 7.6231 & 0 \tabularnewline
19 & 0.534993 & 7.3354 & 0 \tabularnewline
20 & 0.503363 & 6.9018 & 0 \tabularnewline
21 & 0.496359 & 6.8057 & 0 \tabularnewline
22 & 0.48448 & 6.6429 & 0 \tabularnewline
23 & 0.467837 & 6.4147 & 0 \tabularnewline
24 & 0.476013 & 6.5268 & 0 \tabularnewline
25 & 0.424135 & 5.8155 & 0 \tabularnewline
26 & 0.399619 & 5.4793 & 0 \tabularnewline
27 & 0.402043 & 5.5125 & 0 \tabularnewline
28 & 0.368603 & 5.054 & 1e-06 \tabularnewline
29 & 0.333319 & 4.5702 & 4e-06 \tabularnewline
30 & 0.309712 & 4.2466 & 1.7e-05 \tabularnewline
31 & 0.274082 & 3.758 & 0.000114 \tabularnewline
32 & 0.271661 & 3.7248 & 0.000129 \tabularnewline
33 & 0.274991 & 3.7705 & 0.000109 \tabularnewline
34 & 0.249516 & 3.4212 & 0.000382 \tabularnewline
35 & 0.216508 & 2.9686 & 0.001691 \tabularnewline
36 & 0.265159 & 3.6357 & 0.000179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32568&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]0.823566[/C][C]11.2922[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.784875[/C][C]10.7617[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.75675[/C][C]10.376[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.745785[/C][C]10.2257[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.722798[/C][C]9.9105[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.722698[/C][C]9.9091[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.695568[/C][C]9.5371[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.668139[/C][C]9.1611[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.640456[/C][C]8.7815[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.61666[/C][C]8.4552[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.60478[/C][C]8.2923[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.616721[/C][C]8.4561[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.55652[/C][C]7.6306[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.545536[/C][C]7.48[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.540234[/C][C]7.4073[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.555994[/C][C]7.6234[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.537821[/C][C]7.3742[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.555975[/C][C]7.6231[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.534993[/C][C]7.3354[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.503363[/C][C]6.9018[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.496359[/C][C]6.8057[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.48448[/C][C]6.6429[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.467837[/C][C]6.4147[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.476013[/C][C]6.5268[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.424135[/C][C]5.8155[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.399619[/C][C]5.4793[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.402043[/C][C]5.5125[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.368603[/C][C]5.054[/C][C]1e-06[/C][/ROW]
[ROW][C]29[/C][C]0.333319[/C][C]4.5702[/C][C]4e-06[/C][/ROW]
[ROW][C]30[/C][C]0.309712[/C][C]4.2466[/C][C]1.7e-05[/C][/ROW]
[ROW][C]31[/C][C]0.274082[/C][C]3.758[/C][C]0.000114[/C][/ROW]
[ROW][C]32[/C][C]0.271661[/C][C]3.7248[/C][C]0.000129[/C][/ROW]
[ROW][C]33[/C][C]0.274991[/C][C]3.7705[/C][C]0.000109[/C][/ROW]
[ROW][C]34[/C][C]0.249516[/C][C]3.4212[/C][C]0.000382[/C][/ROW]
[ROW][C]35[/C][C]0.216508[/C][C]2.9686[/C][C]0.001691[/C][/ROW]
[ROW][C]36[/C][C]0.265159[/C][C]3.6357[/C][C]0.000179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32568&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32568&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	0.823566	11.2922	0
2	0.784875	10.7617	0
3	0.75675	10.376	0
4	0.745785	10.2257	0
5	0.722798	9.9105	0
6	0.722698	9.9091	0
7	0.695568	9.5371	0
8	0.668139	9.1611	0
9	0.640456	8.7815	0
10	0.61666	8.4552	0
11	0.60478	8.2923	0
12	0.616721	8.4561	0
13	0.55652	7.6306	0
14	0.545536	7.48	0
15	0.540234	7.4073	0
16	0.555994	7.6234	0
17	0.537821	7.3742	0
18	0.555975	7.6231	0
19	0.534993	7.3354	0
20	0.503363	6.9018	0
21	0.496359	6.8057	0
22	0.48448	6.6429	0
23	0.467837	6.4147	0
24	0.476013	6.5268	0
25	0.424135	5.8155	0
26	0.399619	5.4793	0
27	0.402043	5.5125	0
28	0.368603	5.054	1e-06
29	0.333319	4.5702	4e-06
30	0.309712	4.2466	1.7e-05
31	0.274082	3.758	0.000114
32	0.271661	3.7248	0.000129
33	0.274991	3.7705	0.000109
34	0.249516	3.4212	0.000382
35	0.216508	2.9686	0.001691
36	0.265159	3.6357	0.000179

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.823566	11.2922	0
2	0.331367	4.5435	5e-06
3	0.180319	2.4724	0.007155
4	0.157475	2.1592	0.016051
5	0.071614	0.9819	0.163699
6	0.120094	1.6466	0.050651
7	0.009358	0.1283	0.44902
8	-0.022513	-0.3087	0.378951
9	-0.030522	-0.4185	0.338033
10	-0.029328	-0.4021	0.344023
11	0.02212	0.3033	0.381001
12	0.111229	1.5251	0.064457
13	-0.148171	-2.0316	0.0218
14	0.007911	0.1085	0.456871
15	0.055026	0.7545	0.225753
16	0.126265	1.7313	0.042523
17	0.015272	0.2094	0.417183
18	0.097315	1.3343	0.091858
19	-0.007341	-0.1007	0.459966
20	-0.085594	-1.1736	0.121018
21	0.003073	0.0421	0.483219
22	-0.034485	-0.4728	0.318441
23	-0.054388	-0.7457	0.228382
24	0.033347	0.4572	0.324018
25	-0.128564	-1.7628	0.039782
26	-0.06262	-0.8586	0.195826
27	0.059107	0.8104	0.209356
28	-0.098574	-1.3516	0.089066
29	-0.054105	-0.7418	0.229553
30	-0.076033	-1.0425	0.149256
31	-0.054952	-0.7535	0.226055
32	0.099715	1.3672	0.086594
33	0.079079	1.0843	0.139816
34	-0.049417	-0.6776	0.249437
35	-0.075843	-1.0399	0.149861
36	0.237048	3.2502	0.000683

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.823566 & 11.2922 & 0 \tabularnewline
2 & 0.331367 & 4.5435 & 5e-06 \tabularnewline
3 & 0.180319 & 2.4724 & 0.007155 \tabularnewline
4 & 0.157475 & 2.1592 & 0.016051 \tabularnewline
5 & 0.071614 & 0.9819 & 0.163699 \tabularnewline
6 & 0.120094 & 1.6466 & 0.050651 \tabularnewline
7 & 0.009358 & 0.1283 & 0.44902 \tabularnewline
8 & -0.022513 & -0.3087 & 0.378951 \tabularnewline
9 & -0.030522 & -0.4185 & 0.338033 \tabularnewline
10 & -0.029328 & -0.4021 & 0.344023 \tabularnewline
11 & 0.02212 & 0.3033 & 0.381001 \tabularnewline
12 & 0.111229 & 1.5251 & 0.064457 \tabularnewline
13 & -0.148171 & -2.0316 & 0.0218 \tabularnewline
14 & 0.007911 & 0.1085 & 0.456871 \tabularnewline
15 & 0.055026 & 0.7545 & 0.225753 \tabularnewline
16 & 0.126265 & 1.7313 & 0.042523 \tabularnewline
17 & 0.015272 & 0.2094 & 0.417183 \tabularnewline
18 & 0.097315 & 1.3343 & 0.091858 \tabularnewline
19 & -0.007341 & -0.1007 & 0.459966 \tabularnewline
20 & -0.085594 & -1.1736 & 0.121018 \tabularnewline
21 & 0.003073 & 0.0421 & 0.483219 \tabularnewline
22 & -0.034485 & -0.4728 & 0.318441 \tabularnewline
23 & -0.054388 & -0.7457 & 0.228382 \tabularnewline
24 & 0.033347 & 0.4572 & 0.324018 \tabularnewline
25 & -0.128564 & -1.7628 & 0.039782 \tabularnewline
26 & -0.06262 & -0.8586 & 0.195826 \tabularnewline
27 & 0.059107 & 0.8104 & 0.209356 \tabularnewline
28 & -0.098574 & -1.3516 & 0.089066 \tabularnewline
29 & -0.054105 & -0.7418 & 0.229553 \tabularnewline
30 & -0.076033 & -1.0425 & 0.149256 \tabularnewline
31 & -0.054952 & -0.7535 & 0.226055 \tabularnewline
32 & 0.099715 & 1.3672 & 0.086594 \tabularnewline
33 & 0.079079 & 1.0843 & 0.139816 \tabularnewline
34 & -0.049417 & -0.6776 & 0.249437 \tabularnewline
35 & -0.075843 & -1.0399 & 0.149861 \tabularnewline
36 & 0.237048 & 3.2502 & 0.000683 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32568&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]0.823566[/C][C]11.2922[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.331367[/C][C]4.5435[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.180319[/C][C]2.4724[/C][C]0.007155[/C][/ROW]
[ROW][C]4[/C][C]0.157475[/C][C]2.1592[/C][C]0.016051[/C][/ROW]
[ROW][C]5[/C][C]0.071614[/C][C]0.9819[/C][C]0.163699[/C][/ROW]
[ROW][C]6[/C][C]0.120094[/C][C]1.6466[/C][C]0.050651[/C][/ROW]
[ROW][C]7[/C][C]0.009358[/C][C]0.1283[/C][C]0.44902[/C][/ROW]
[ROW][C]8[/C][C]-0.022513[/C][C]-0.3087[/C][C]0.378951[/C][/ROW]
[ROW][C]9[/C][C]-0.030522[/C][C]-0.4185[/C][C]0.338033[/C][/ROW]
[ROW][C]10[/C][C]-0.029328[/C][C]-0.4021[/C][C]0.344023[/C][/ROW]
[ROW][C]11[/C][C]0.02212[/C][C]0.3033[/C][C]0.381001[/C][/ROW]
[ROW][C]12[/C][C]0.111229[/C][C]1.5251[/C][C]0.064457[/C][/ROW]
[ROW][C]13[/C][C]-0.148171[/C][C]-2.0316[/C][C]0.0218[/C][/ROW]
[ROW][C]14[/C][C]0.007911[/C][C]0.1085[/C][C]0.456871[/C][/ROW]
[ROW][C]15[/C][C]0.055026[/C][C]0.7545[/C][C]0.225753[/C][/ROW]
[ROW][C]16[/C][C]0.126265[/C][C]1.7313[/C][C]0.042523[/C][/ROW]
[ROW][C]17[/C][C]0.015272[/C][C]0.2094[/C][C]0.417183[/C][/ROW]
[ROW][C]18[/C][C]0.097315[/C][C]1.3343[/C][C]0.091858[/C][/ROW]
[ROW][C]19[/C][C]-0.007341[/C][C]-0.1007[/C][C]0.459966[/C][/ROW]
[ROW][C]20[/C][C]-0.085594[/C][C]-1.1736[/C][C]0.121018[/C][/ROW]
[ROW][C]21[/C][C]0.003073[/C][C]0.0421[/C][C]0.483219[/C][/ROW]
[ROW][C]22[/C][C]-0.034485[/C][C]-0.4728[/C][C]0.318441[/C][/ROW]
[ROW][C]23[/C][C]-0.054388[/C][C]-0.7457[/C][C]0.228382[/C][/ROW]
[ROW][C]24[/C][C]0.033347[/C][C]0.4572[/C][C]0.324018[/C][/ROW]
[ROW][C]25[/C][C]-0.128564[/C][C]-1.7628[/C][C]0.039782[/C][/ROW]
[ROW][C]26[/C][C]-0.06262[/C][C]-0.8586[/C][C]0.195826[/C][/ROW]
[ROW][C]27[/C][C]0.059107[/C][C]0.8104[/C][C]0.209356[/C][/ROW]
[ROW][C]28[/C][C]-0.098574[/C][C]-1.3516[/C][C]0.089066[/C][/ROW]
[ROW][C]29[/C][C]-0.054105[/C][C]-0.7418[/C][C]0.229553[/C][/ROW]
[ROW][C]30[/C][C]-0.076033[/C][C]-1.0425[/C][C]0.149256[/C][/ROW]
[ROW][C]31[/C][C]-0.054952[/C][C]-0.7535[/C][C]0.226055[/C][/ROW]
[ROW][C]32[/C][C]0.099715[/C][C]1.3672[/C][C]0.086594[/C][/ROW]
[ROW][C]33[/C][C]0.079079[/C][C]1.0843[/C][C]0.139816[/C][/ROW]
[ROW][C]34[/C][C]-0.049417[/C][C]-0.6776[/C][C]0.249437[/C][/ROW]
[ROW][C]35[/C][C]-0.075843[/C][C]-1.0399[/C][C]0.149861[/C][/ROW]
[ROW][C]36[/C][C]0.237048[/C][C]3.2502[/C][C]0.000683[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32568&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32568&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	0.823566	11.2922	0
2	0.331367	4.5435	5e-06
3	0.180319	2.4724	0.007155
4	0.157475	2.1592	0.016051
5	0.071614	0.9819	0.163699
6	0.120094	1.6466	0.050651
7	0.009358	0.1283	0.44902
8	-0.022513	-0.3087	0.378951
9	-0.030522	-0.4185	0.338033
10	-0.029328	-0.4021	0.344023
11	0.02212	0.3033	0.381001
12	0.111229	1.5251	0.064457
13	-0.148171	-2.0316	0.0218
14	0.007911	0.1085	0.456871
15	0.055026	0.7545	0.225753
16	0.126265	1.7313	0.042523
17	0.015272	0.2094	0.417183
18	0.097315	1.3343	0.091858
19	-0.007341	-0.1007	0.459966
20	-0.085594	-1.1736	0.121018
21	0.003073	0.0421	0.483219
22	-0.034485	-0.4728	0.318441
23	-0.054388	-0.7457	0.228382
24	0.033347	0.4572	0.324018
25	-0.128564	-1.7628	0.039782
26	-0.06262	-0.8586	0.195826
27	0.059107	0.8104	0.209356
28	-0.098574	-1.3516	0.089066
29	-0.054105	-0.7418	0.229553
30	-0.076033	-1.0425	0.149256
31	-0.054952	-0.7535	0.226055
32	0.099715	1.3672	0.086594
33	0.079079	1.0843	0.139816
34	-0.049417	-0.6776	0.249437
35	-0.075843	-1.0399	0.149861
36	0.237048	3.2502	0.000683

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.2 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.2 ; 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