Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

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

Sat, 13 Dec 2008 05:27:40 -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/13/t1229175384ke5l25y13imzgwa.htm/, Retrieved Sun, 19 May 2024 04:02:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33072, Retrieved Sun, 19 May 2024 04:02:05 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

196

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

-     [Univariate Data Series] [Paper scaterplot ...] [2008-12-12 11:08:24] [b6c777429d07a05453509ef079833861]
- RMP   [Standard Deviation-Mean Plot] [paper - Belgische...] [2008-12-13 11:26:04] [b6c777429d07a05453509ef079833861]
- RMPD      [(Partial) Autocorrelation Function] [paper - Belgische...] [2008-12-13 12:27:40] [1828943283e41f5e3270e2e73d6433b4] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

4.8
5.5
5.4
5.9
5.8
5.1
4.1
4.4
3.6
3.5
3.1
2.9
2.2
1.4
1.2
1.3
1.3
1.3
1.8
1.8
1.8
1.7
2.1
2
1.7
1.9
2.3
2.4
2.5
2.8
2.6
2.2
2.8
2.8
2.8
2.3
2.2
3
2.9
2.7
2.7
2.3
2.4
2.8
2.3
2
1.9
2.3
2.7
1.8
2
2.1
2
2.4
1.7
1
1.2
1.4
1.7
1.8

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=33072&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=33072&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33072&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	0.038389	0.2949	0.384564
2	-0.080899	-0.6214	0.268366
3	0.032138	0.2469	0.402939
4	0.026221	0.2014	0.420536
5	0.099943	0.7677	0.22287
6	0.074691	0.5737	0.284172
7	-0.098501	-0.7566	0.22615
8	0.03109	0.2388	0.406042
9	-0.14871	-1.1423	0.12898
10	0.070587	0.5422	0.294865
11	0.129407	0.994	0.162142
12	-0.343263	-2.6367	0.005342
13	-0.152674	-1.1727	0.122812
14	0.053807	0.4133	0.340443
15	0.061766	0.4744	0.31847
16	-0.0313	-0.2404	0.405419
17	-0.164968	-1.2671	0.105041
18	-0.022684	-0.1742	0.431136
19	0.069417	0.5332	0.297948
20	-0.093968	-0.7218	0.23664
21	0.0407	0.3126	0.377835
22	-0.020633	-0.1585	0.437308
23	-0.106622	-0.819	0.208046
24	-0.059661	-0.4583	0.324223
25	0.148872	1.1435	0.128723
26	-0.031988	-0.2457	0.403383
27	-0.080992	-0.6221	0.268132
28	0.000241	0.0019	0.499263
29	-0.009761	-0.075	0.470243
30	0.049511	0.3803	0.352544
31	0.028223	0.2168	0.414561
32	-0.03417	-0.2625	0.396938
33	0.045064	0.3461	0.365234
34	-0.03218	-0.2472	0.402815
35	-0.020621	-0.1584	0.437345
36	0.123802	0.9509	0.172757

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.038389 & 0.2949 & 0.384564 \tabularnewline
2 & -0.080899 & -0.6214 & 0.268366 \tabularnewline
3 & 0.032138 & 0.2469 & 0.402939 \tabularnewline
4 & 0.026221 & 0.2014 & 0.420536 \tabularnewline
5 & 0.099943 & 0.7677 & 0.22287 \tabularnewline
6 & 0.074691 & 0.5737 & 0.284172 \tabularnewline
7 & -0.098501 & -0.7566 & 0.22615 \tabularnewline
8 & 0.03109 & 0.2388 & 0.406042 \tabularnewline
9 & -0.14871 & -1.1423 & 0.12898 \tabularnewline
10 & 0.070587 & 0.5422 & 0.294865 \tabularnewline
11 & 0.129407 & 0.994 & 0.162142 \tabularnewline
12 & -0.343263 & -2.6367 & 0.005342 \tabularnewline
13 & -0.152674 & -1.1727 & 0.122812 \tabularnewline
14 & 0.053807 & 0.4133 & 0.340443 \tabularnewline
15 & 0.061766 & 0.4744 & 0.31847 \tabularnewline
16 & -0.0313 & -0.2404 & 0.405419 \tabularnewline
17 & -0.164968 & -1.2671 & 0.105041 \tabularnewline
18 & -0.022684 & -0.1742 & 0.431136 \tabularnewline
19 & 0.069417 & 0.5332 & 0.297948 \tabularnewline
20 & -0.093968 & -0.7218 & 0.23664 \tabularnewline
21 & 0.0407 & 0.3126 & 0.377835 \tabularnewline
22 & -0.020633 & -0.1585 & 0.437308 \tabularnewline
23 & -0.106622 & -0.819 & 0.208046 \tabularnewline
24 & -0.059661 & -0.4583 & 0.324223 \tabularnewline
25 & 0.148872 & 1.1435 & 0.128723 \tabularnewline
26 & -0.031988 & -0.2457 & 0.403383 \tabularnewline
27 & -0.080992 & -0.6221 & 0.268132 \tabularnewline
28 & 0.000241 & 0.0019 & 0.499263 \tabularnewline
29 & -0.009761 & -0.075 & 0.470243 \tabularnewline
30 & 0.049511 & 0.3803 & 0.352544 \tabularnewline
31 & 0.028223 & 0.2168 & 0.414561 \tabularnewline
32 & -0.03417 & -0.2625 & 0.396938 \tabularnewline
33 & 0.045064 & 0.3461 & 0.365234 \tabularnewline
34 & -0.03218 & -0.2472 & 0.402815 \tabularnewline
35 & -0.020621 & -0.1584 & 0.437345 \tabularnewline
36 & 0.123802 & 0.9509 & 0.172757 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33072&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]0.038389[/C][C]0.2949[/C][C]0.384564[/C][/ROW]
[ROW][C]2[/C][C]-0.080899[/C][C]-0.6214[/C][C]0.268366[/C][/ROW]
[ROW][C]3[/C][C]0.032138[/C][C]0.2469[/C][C]0.402939[/C][/ROW]
[ROW][C]4[/C][C]0.026221[/C][C]0.2014[/C][C]0.420536[/C][/ROW]
[ROW][C]5[/C][C]0.099943[/C][C]0.7677[/C][C]0.22287[/C][/ROW]
[ROW][C]6[/C][C]0.074691[/C][C]0.5737[/C][C]0.284172[/C][/ROW]
[ROW][C]7[/C][C]-0.098501[/C][C]-0.7566[/C][C]0.22615[/C][/ROW]
[ROW][C]8[/C][C]0.03109[/C][C]0.2388[/C][C]0.406042[/C][/ROW]
[ROW][C]9[/C][C]-0.14871[/C][C]-1.1423[/C][C]0.12898[/C][/ROW]
[ROW][C]10[/C][C]0.070587[/C][C]0.5422[/C][C]0.294865[/C][/ROW]
[ROW][C]11[/C][C]0.129407[/C][C]0.994[/C][C]0.162142[/C][/ROW]
[ROW][C]12[/C][C]-0.343263[/C][C]-2.6367[/C][C]0.005342[/C][/ROW]
[ROW][C]13[/C][C]-0.152674[/C][C]-1.1727[/C][C]0.122812[/C][/ROW]
[ROW][C]14[/C][C]0.053807[/C][C]0.4133[/C][C]0.340443[/C][/ROW]
[ROW][C]15[/C][C]0.061766[/C][C]0.4744[/C][C]0.31847[/C][/ROW]
[ROW][C]16[/C][C]-0.0313[/C][C]-0.2404[/C][C]0.405419[/C][/ROW]
[ROW][C]17[/C][C]-0.164968[/C][C]-1.2671[/C][C]0.105041[/C][/ROW]
[ROW][C]18[/C][C]-0.022684[/C][C]-0.1742[/C][C]0.431136[/C][/ROW]
[ROW][C]19[/C][C]0.069417[/C][C]0.5332[/C][C]0.297948[/C][/ROW]
[ROW][C]20[/C][C]-0.093968[/C][C]-0.7218[/C][C]0.23664[/C][/ROW]
[ROW][C]21[/C][C]0.0407[/C][C]0.3126[/C][C]0.377835[/C][/ROW]
[ROW][C]22[/C][C]-0.020633[/C][C]-0.1585[/C][C]0.437308[/C][/ROW]
[ROW][C]23[/C][C]-0.106622[/C][C]-0.819[/C][C]0.208046[/C][/ROW]
[ROW][C]24[/C][C]-0.059661[/C][C]-0.4583[/C][C]0.324223[/C][/ROW]
[ROW][C]25[/C][C]0.148872[/C][C]1.1435[/C][C]0.128723[/C][/ROW]
[ROW][C]26[/C][C]-0.031988[/C][C]-0.2457[/C][C]0.403383[/C][/ROW]
[ROW][C]27[/C][C]-0.080992[/C][C]-0.6221[/C][C]0.268132[/C][/ROW]
[ROW][C]28[/C][C]0.000241[/C][C]0.0019[/C][C]0.499263[/C][/ROW]
[ROW][C]29[/C][C]-0.009761[/C][C]-0.075[/C][C]0.470243[/C][/ROW]
[ROW][C]30[/C][C]0.049511[/C][C]0.3803[/C][C]0.352544[/C][/ROW]
[ROW][C]31[/C][C]0.028223[/C][C]0.2168[/C][C]0.414561[/C][/ROW]
[ROW][C]32[/C][C]-0.03417[/C][C]-0.2625[/C][C]0.396938[/C][/ROW]
[ROW][C]33[/C][C]0.045064[/C][C]0.3461[/C][C]0.365234[/C][/ROW]
[ROW][C]34[/C][C]-0.03218[/C][C]-0.2472[/C][C]0.402815[/C][/ROW]
[ROW][C]35[/C][C]-0.020621[/C][C]-0.1584[/C][C]0.437345[/C][/ROW]
[ROW][C]36[/C][C]0.123802[/C][C]0.9509[/C][C]0.172757[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33072&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33072&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	0.038389	0.2949	0.384564
2	-0.080899	-0.6214	0.268366
3	0.032138	0.2469	0.402939
4	0.026221	0.2014	0.420536
5	0.099943	0.7677	0.22287
6	0.074691	0.5737	0.284172
7	-0.098501	-0.7566	0.22615
8	0.03109	0.2388	0.406042
9	-0.14871	-1.1423	0.12898
10	0.070587	0.5422	0.294865
11	0.129407	0.994	0.162142
12	-0.343263	-2.6367	0.005342
13	-0.152674	-1.1727	0.122812
14	0.053807	0.4133	0.340443
15	0.061766	0.4744	0.31847
16	-0.0313	-0.2404	0.405419
17	-0.164968	-1.2671	0.105041
18	-0.022684	-0.1742	0.431136
19	0.069417	0.5332	0.297948
20	-0.093968	-0.7218	0.23664
21	0.0407	0.3126	0.377835
22	-0.020633	-0.1585	0.437308
23	-0.106622	-0.819	0.208046
24	-0.059661	-0.4583	0.324223
25	0.148872	1.1435	0.128723
26	-0.031988	-0.2457	0.403383
27	-0.080992	-0.6221	0.268132
28	0.000241	0.0019	0.499263
29	-0.009761	-0.075	0.470243
30	0.049511	0.3803	0.352544
31	0.028223	0.2168	0.414561
32	-0.03417	-0.2625	0.396938
33	0.045064	0.3461	0.365234
34	-0.03218	-0.2472	0.402815
35	-0.020621	-0.1584	0.437345
36	0.123802	0.9509	0.172757

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.038389	0.2949	0.384564
2	-0.082494	-0.6337	0.264379
3	0.038989	0.2995	0.382814
4	0.016644	0.1278	0.449355
5	0.104954	0.8062	0.211692
6	0.069623	0.5348	0.297403
7	-0.090849	-0.6978	0.244014
8	0.043742	0.336	0.369036
9	-0.183912	-1.4127	0.081506
10	0.09352	0.7183	0.237691
11	0.084	0.6452	0.260643
12	-0.343822	-2.6409	0.005282
13	-0.090054	-0.6917	0.245914
14	0.026156	0.2009	0.420731
15	0.089407	0.6867	0.247466
16	-0.081407	-0.6253	0.267094
17	-0.111434	-0.8559	0.197747
18	0.06177	0.4745	0.31846
19	0.027813	0.2136	0.415785
20	-0.081855	-0.6287	0.265973
21	-0.065281	-0.5014	0.308966
22	-0.001754	-0.0135	0.494647
23	0.020012	0.1537	0.43918
24	-0.193217	-1.4841	0.071549
25	0.073099	0.5615	0.288296
26	-0.075105	-0.5769	0.283103
27	0.01027	0.0789	0.468696
28	0.04528	0.3478	0.364613
29	-0.198089	-1.5216	0.066731
30	0.087135	0.6693	0.252959
31	0.064919	0.4987	0.309938
32	-0.064268	-0.4936	0.311693
33	-0.03113	-0.2391	0.405922
34	-0.038149	-0.293	0.385264
35	0.022783	0.175	0.43084
36	-0.02777	-0.2133	0.415912

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.038389 & 0.2949 & 0.384564 \tabularnewline
2 & -0.082494 & -0.6337 & 0.264379 \tabularnewline
3 & 0.038989 & 0.2995 & 0.382814 \tabularnewline
4 & 0.016644 & 0.1278 & 0.449355 \tabularnewline
5 & 0.104954 & 0.8062 & 0.211692 \tabularnewline
6 & 0.069623 & 0.5348 & 0.297403 \tabularnewline
7 & -0.090849 & -0.6978 & 0.244014 \tabularnewline
8 & 0.043742 & 0.336 & 0.369036 \tabularnewline
9 & -0.183912 & -1.4127 & 0.081506 \tabularnewline
10 & 0.09352 & 0.7183 & 0.237691 \tabularnewline
11 & 0.084 & 0.6452 & 0.260643 \tabularnewline
12 & -0.343822 & -2.6409 & 0.005282 \tabularnewline
13 & -0.090054 & -0.6917 & 0.245914 \tabularnewline
14 & 0.026156 & 0.2009 & 0.420731 \tabularnewline
15 & 0.089407 & 0.6867 & 0.247466 \tabularnewline
16 & -0.081407 & -0.6253 & 0.267094 \tabularnewline
17 & -0.111434 & -0.8559 & 0.197747 \tabularnewline
18 & 0.06177 & 0.4745 & 0.31846 \tabularnewline
19 & 0.027813 & 0.2136 & 0.415785 \tabularnewline
20 & -0.081855 & -0.6287 & 0.265973 \tabularnewline
21 & -0.065281 & -0.5014 & 0.308966 \tabularnewline
22 & -0.001754 & -0.0135 & 0.494647 \tabularnewline
23 & 0.020012 & 0.1537 & 0.43918 \tabularnewline
24 & -0.193217 & -1.4841 & 0.071549 \tabularnewline
25 & 0.073099 & 0.5615 & 0.288296 \tabularnewline
26 & -0.075105 & -0.5769 & 0.283103 \tabularnewline
27 & 0.01027 & 0.0789 & 0.468696 \tabularnewline
28 & 0.04528 & 0.3478 & 0.364613 \tabularnewline
29 & -0.198089 & -1.5216 & 0.066731 \tabularnewline
30 & 0.087135 & 0.6693 & 0.252959 \tabularnewline
31 & 0.064919 & 0.4987 & 0.309938 \tabularnewline
32 & -0.064268 & -0.4936 & 0.311693 \tabularnewline
33 & -0.03113 & -0.2391 & 0.405922 \tabularnewline
34 & -0.038149 & -0.293 & 0.385264 \tabularnewline
35 & 0.022783 & 0.175 & 0.43084 \tabularnewline
36 & -0.02777 & -0.2133 & 0.415912 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33072&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]0.038389[/C][C]0.2949[/C][C]0.384564[/C][/ROW]
[ROW][C]2[/C][C]-0.082494[/C][C]-0.6337[/C][C]0.264379[/C][/ROW]
[ROW][C]3[/C][C]0.038989[/C][C]0.2995[/C][C]0.382814[/C][/ROW]
[ROW][C]4[/C][C]0.016644[/C][C]0.1278[/C][C]0.449355[/C][/ROW]
[ROW][C]5[/C][C]0.104954[/C][C]0.8062[/C][C]0.211692[/C][/ROW]
[ROW][C]6[/C][C]0.069623[/C][C]0.5348[/C][C]0.297403[/C][/ROW]
[ROW][C]7[/C][C]-0.090849[/C][C]-0.6978[/C][C]0.244014[/C][/ROW]
[ROW][C]8[/C][C]0.043742[/C][C]0.336[/C][C]0.369036[/C][/ROW]
[ROW][C]9[/C][C]-0.183912[/C][C]-1.4127[/C][C]0.081506[/C][/ROW]
[ROW][C]10[/C][C]0.09352[/C][C]0.7183[/C][C]0.237691[/C][/ROW]
[ROW][C]11[/C][C]0.084[/C][C]0.6452[/C][C]0.260643[/C][/ROW]
[ROW][C]12[/C][C]-0.343822[/C][C]-2.6409[/C][C]0.005282[/C][/ROW]
[ROW][C]13[/C][C]-0.090054[/C][C]-0.6917[/C][C]0.245914[/C][/ROW]
[ROW][C]14[/C][C]0.026156[/C][C]0.2009[/C][C]0.420731[/C][/ROW]
[ROW][C]15[/C][C]0.089407[/C][C]0.6867[/C][C]0.247466[/C][/ROW]
[ROW][C]16[/C][C]-0.081407[/C][C]-0.6253[/C][C]0.267094[/C][/ROW]
[ROW][C]17[/C][C]-0.111434[/C][C]-0.8559[/C][C]0.197747[/C][/ROW]
[ROW][C]18[/C][C]0.06177[/C][C]0.4745[/C][C]0.31846[/C][/ROW]
[ROW][C]19[/C][C]0.027813[/C][C]0.2136[/C][C]0.415785[/C][/ROW]
[ROW][C]20[/C][C]-0.081855[/C][C]-0.6287[/C][C]0.265973[/C][/ROW]
[ROW][C]21[/C][C]-0.065281[/C][C]-0.5014[/C][C]0.308966[/C][/ROW]
[ROW][C]22[/C][C]-0.001754[/C][C]-0.0135[/C][C]0.494647[/C][/ROW]
[ROW][C]23[/C][C]0.020012[/C][C]0.1537[/C][C]0.43918[/C][/ROW]
[ROW][C]24[/C][C]-0.193217[/C][C]-1.4841[/C][C]0.071549[/C][/ROW]
[ROW][C]25[/C][C]0.073099[/C][C]0.5615[/C][C]0.288296[/C][/ROW]
[ROW][C]26[/C][C]-0.075105[/C][C]-0.5769[/C][C]0.283103[/C][/ROW]
[ROW][C]27[/C][C]0.01027[/C][C]0.0789[/C][C]0.468696[/C][/ROW]
[ROW][C]28[/C][C]0.04528[/C][C]0.3478[/C][C]0.364613[/C][/ROW]
[ROW][C]29[/C][C]-0.198089[/C][C]-1.5216[/C][C]0.066731[/C][/ROW]
[ROW][C]30[/C][C]0.087135[/C][C]0.6693[/C][C]0.252959[/C][/ROW]
[ROW][C]31[/C][C]0.064919[/C][C]0.4987[/C][C]0.309938[/C][/ROW]
[ROW][C]32[/C][C]-0.064268[/C][C]-0.4936[/C][C]0.311693[/C][/ROW]
[ROW][C]33[/C][C]-0.03113[/C][C]-0.2391[/C][C]0.405922[/C][/ROW]
[ROW][C]34[/C][C]-0.038149[/C][C]-0.293[/C][C]0.385264[/C][/ROW]
[ROW][C]35[/C][C]0.022783[/C][C]0.175[/C][C]0.43084[/C][/ROW]
[ROW][C]36[/C][C]-0.02777[/C][C]-0.2133[/C][C]0.415912[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33072&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33072&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	0.038389	0.2949	0.384564
2	-0.082494	-0.6337	0.264379
3	0.038989	0.2995	0.382814
4	0.016644	0.1278	0.449355
5	0.104954	0.8062	0.211692
6	0.069623	0.5348	0.297403
7	-0.090849	-0.6978	0.244014
8	0.043742	0.336	0.369036
9	-0.183912	-1.4127	0.081506
10	0.09352	0.7183	0.237691
11	0.084	0.6452	0.260643
12	-0.343822	-2.6409	0.005282
13	-0.090054	-0.6917	0.245914
14	0.026156	0.2009	0.420731
15	0.089407	0.6867	0.247466
16	-0.081407	-0.6253	0.267094
17	-0.111434	-0.8559	0.197747
18	0.06177	0.4745	0.31846
19	0.027813	0.2136	0.415785
20	-0.081855	-0.6287	0.265973
21	-0.065281	-0.5014	0.308966
22	-0.001754	-0.0135	0.494647
23	0.020012	0.1537	0.43918
24	-0.193217	-1.4841	0.071549
25	0.073099	0.5615	0.288296
26	-0.075105	-0.5769	0.283103
27	0.01027	0.0789	0.468696
28	0.04528	0.3478	0.364613
29	-0.198089	-1.5216	0.066731
30	0.087135	0.6693	0.252959
31	0.064919	0.4987	0.309938
32	-0.064268	-0.4936	0.311693
33	-0.03113	-0.2391	0.405922
34	-0.038149	-0.293	0.385264
35	0.022783	0.175	0.43084
36	-0.02777	-0.2133	0.415912

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 = 0 ; par5 = 12 ;

Parameters (R input):

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