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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 17 Dec 2008 13:02:19 -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/17/t1229544249ocw0nr1thrnmfe2.htm/, Retrieved Sun, 19 May 2024 06:00:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34535, Retrieved Sun, 19 May 2024 06:00:06 +0000

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Estimated Impact

212

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

-     [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-16 18:30:07] [b47fceb71c9525e79a89b5fc6d023d0e]
- RM D  [Variance Reduction Matrix] [Variance Reductio...] [2008-12-16 19:16:23] [b47fceb71c9525e79a89b5fc6d023d0e]
- RMP     [(Partial) Autocorrelation Function] [autocorrelation f...] [2008-12-16 21:14:03] [b47fceb71c9525e79a89b5fc6d023d0e]
-   P         [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-17 20:02:19] [541f63fa3157af9df10fc4d202b2a90b] [Current]

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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=34535&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=34535&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34535&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	-0.065141	-0.4513	0.3269
2	0.214124	1.4835	0.07224
3	0.151443	1.0492	0.149664
4	-0.123027	-0.8524	0.199125
5	0.206456	1.4304	0.079544
6	0.149486	1.0357	0.152773
7	-0.199676	-1.3834	0.086472
8	0.219914	1.5236	0.067084
9	-0.065591	-0.4544	0.325784
10	-0.009159	-0.0635	0.474833
11	0.080879	0.5603	0.288925
12	-0.353018	-2.4458	0.009085
13	-0.115228	-0.7983	0.214308
14	-0.107256	-0.7431	0.230523
15	-0.034648	-0.24	0.405657
16	0.000287	0.002	0.49921
17	0.004333	0.03	0.488087
18	-0.141278	-0.9788	0.166293
19	0.094562	0.6551	0.257752
20	-0.056789	-0.3934	0.347866
21	0.062157	0.4306	0.334331
22	-0.186972	-1.2954	0.100693
23	0.0796	0.5515	0.29193
24	-0.044599	-0.309	0.379332
25	0.127391	0.8826	0.190927
26	0.072127	0.4997	0.309782
27	-0.023339	-0.1617	0.436112
28	-0.036979	-0.2562	0.399446
29	-0.019214	-0.1331	0.447327
30	-0.080545	-0.558	0.289709
31	-0.027199	-0.1884	0.425662
32	-0.081364	-0.5637	0.287788
33	-0.087445	-0.6058	0.273739
34	0.0832	0.5764	0.283511
35	-0.071411	-0.4948	0.311516
36	-0.026936	-0.1866	0.426374

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.065141 & -0.4513 & 0.3269 \tabularnewline
2 & 0.214124 & 1.4835 & 0.07224 \tabularnewline
3 & 0.151443 & 1.0492 & 0.149664 \tabularnewline
4 & -0.123027 & -0.8524 & 0.199125 \tabularnewline
5 & 0.206456 & 1.4304 & 0.079544 \tabularnewline
6 & 0.149486 & 1.0357 & 0.152773 \tabularnewline
7 & -0.199676 & -1.3834 & 0.086472 \tabularnewline
8 & 0.219914 & 1.5236 & 0.067084 \tabularnewline
9 & -0.065591 & -0.4544 & 0.325784 \tabularnewline
10 & -0.009159 & -0.0635 & 0.474833 \tabularnewline
11 & 0.080879 & 0.5603 & 0.288925 \tabularnewline
12 & -0.353018 & -2.4458 & 0.009085 \tabularnewline
13 & -0.115228 & -0.7983 & 0.214308 \tabularnewline
14 & -0.107256 & -0.7431 & 0.230523 \tabularnewline
15 & -0.034648 & -0.24 & 0.405657 \tabularnewline
16 & 0.000287 & 0.002 & 0.49921 \tabularnewline
17 & 0.004333 & 0.03 & 0.488087 \tabularnewline
18 & -0.141278 & -0.9788 & 0.166293 \tabularnewline
19 & 0.094562 & 0.6551 & 0.257752 \tabularnewline
20 & -0.056789 & -0.3934 & 0.347866 \tabularnewline
21 & 0.062157 & 0.4306 & 0.334331 \tabularnewline
22 & -0.186972 & -1.2954 & 0.100693 \tabularnewline
23 & 0.0796 & 0.5515 & 0.29193 \tabularnewline
24 & -0.044599 & -0.309 & 0.379332 \tabularnewline
25 & 0.127391 & 0.8826 & 0.190927 \tabularnewline
26 & 0.072127 & 0.4997 & 0.309782 \tabularnewline
27 & -0.023339 & -0.1617 & 0.436112 \tabularnewline
28 & -0.036979 & -0.2562 & 0.399446 \tabularnewline
29 & -0.019214 & -0.1331 & 0.447327 \tabularnewline
30 & -0.080545 & -0.558 & 0.289709 \tabularnewline
31 & -0.027199 & -0.1884 & 0.425662 \tabularnewline
32 & -0.081364 & -0.5637 & 0.287788 \tabularnewline
33 & -0.087445 & -0.6058 & 0.273739 \tabularnewline
34 & 0.0832 & 0.5764 & 0.283511 \tabularnewline
35 & -0.071411 & -0.4948 & 0.311516 \tabularnewline
36 & -0.026936 & -0.1866 & 0.426374 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34535&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]-0.065141[/C][C]-0.4513[/C][C]0.3269[/C][/ROW]
[ROW][C]2[/C][C]0.214124[/C][C]1.4835[/C][C]0.07224[/C][/ROW]
[ROW][C]3[/C][C]0.151443[/C][C]1.0492[/C][C]0.149664[/C][/ROW]
[ROW][C]4[/C][C]-0.123027[/C][C]-0.8524[/C][C]0.199125[/C][/ROW]
[ROW][C]5[/C][C]0.206456[/C][C]1.4304[/C][C]0.079544[/C][/ROW]
[ROW][C]6[/C][C]0.149486[/C][C]1.0357[/C][C]0.152773[/C][/ROW]
[ROW][C]7[/C][C]-0.199676[/C][C]-1.3834[/C][C]0.086472[/C][/ROW]
[ROW][C]8[/C][C]0.219914[/C][C]1.5236[/C][C]0.067084[/C][/ROW]
[ROW][C]9[/C][C]-0.065591[/C][C]-0.4544[/C][C]0.325784[/C][/ROW]
[ROW][C]10[/C][C]-0.009159[/C][C]-0.0635[/C][C]0.474833[/C][/ROW]
[ROW][C]11[/C][C]0.080879[/C][C]0.5603[/C][C]0.288925[/C][/ROW]
[ROW][C]12[/C][C]-0.353018[/C][C]-2.4458[/C][C]0.009085[/C][/ROW]
[ROW][C]13[/C][C]-0.115228[/C][C]-0.7983[/C][C]0.214308[/C][/ROW]
[ROW][C]14[/C][C]-0.107256[/C][C]-0.7431[/C][C]0.230523[/C][/ROW]
[ROW][C]15[/C][C]-0.034648[/C][C]-0.24[/C][C]0.405657[/C][/ROW]
[ROW][C]16[/C][C]0.000287[/C][C]0.002[/C][C]0.49921[/C][/ROW]
[ROW][C]17[/C][C]0.004333[/C][C]0.03[/C][C]0.488087[/C][/ROW]
[ROW][C]18[/C][C]-0.141278[/C][C]-0.9788[/C][C]0.166293[/C][/ROW]
[ROW][C]19[/C][C]0.094562[/C][C]0.6551[/C][C]0.257752[/C][/ROW]
[ROW][C]20[/C][C]-0.056789[/C][C]-0.3934[/C][C]0.347866[/C][/ROW]
[ROW][C]21[/C][C]0.062157[/C][C]0.4306[/C][C]0.334331[/C][/ROW]
[ROW][C]22[/C][C]-0.186972[/C][C]-1.2954[/C][C]0.100693[/C][/ROW]
[ROW][C]23[/C][C]0.0796[/C][C]0.5515[/C][C]0.29193[/C][/ROW]
[ROW][C]24[/C][C]-0.044599[/C][C]-0.309[/C][C]0.379332[/C][/ROW]
[ROW][C]25[/C][C]0.127391[/C][C]0.8826[/C][C]0.190927[/C][/ROW]
[ROW][C]26[/C][C]0.072127[/C][C]0.4997[/C][C]0.309782[/C][/ROW]
[ROW][C]27[/C][C]-0.023339[/C][C]-0.1617[/C][C]0.436112[/C][/ROW]
[ROW][C]28[/C][C]-0.036979[/C][C]-0.2562[/C][C]0.399446[/C][/ROW]
[ROW][C]29[/C][C]-0.019214[/C][C]-0.1331[/C][C]0.447327[/C][/ROW]
[ROW][C]30[/C][C]-0.080545[/C][C]-0.558[/C][C]0.289709[/C][/ROW]
[ROW][C]31[/C][C]-0.027199[/C][C]-0.1884[/C][C]0.425662[/C][/ROW]
[ROW][C]32[/C][C]-0.081364[/C][C]-0.5637[/C][C]0.287788[/C][/ROW]
[ROW][C]33[/C][C]-0.087445[/C][C]-0.6058[/C][C]0.273739[/C][/ROW]
[ROW][C]34[/C][C]0.0832[/C][C]0.5764[/C][C]0.283511[/C][/ROW]
[ROW][C]35[/C][C]-0.071411[/C][C]-0.4948[/C][C]0.311516[/C][/ROW]
[ROW][C]36[/C][C]-0.026936[/C][C]-0.1866[/C][C]0.426374[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34535&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34535&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	-0.065141	-0.4513	0.3269
2	0.214124	1.4835	0.07224
3	0.151443	1.0492	0.149664
4	-0.123027	-0.8524	0.199125
5	0.206456	1.4304	0.079544
6	0.149486	1.0357	0.152773
7	-0.199676	-1.3834	0.086472
8	0.219914	1.5236	0.067084
9	-0.065591	-0.4544	0.325784
10	-0.009159	-0.0635	0.474833
11	0.080879	0.5603	0.288925
12	-0.353018	-2.4458	0.009085
13	-0.115228	-0.7983	0.214308
14	-0.107256	-0.7431	0.230523
15	-0.034648	-0.24	0.405657
16	0.000287	0.002	0.49921
17	0.004333	0.03	0.488087
18	-0.141278	-0.9788	0.166293
19	0.094562	0.6551	0.257752
20	-0.056789	-0.3934	0.347866
21	0.062157	0.4306	0.334331
22	-0.186972	-1.2954	0.100693
23	0.0796	0.5515	0.29193
24	-0.044599	-0.309	0.379332
25	0.127391	0.8826	0.190927
26	0.072127	0.4997	0.309782
27	-0.023339	-0.1617	0.436112
28	-0.036979	-0.2562	0.399446
29	-0.019214	-0.1331	0.447327
30	-0.080545	-0.558	0.289709
31	-0.027199	-0.1884	0.425662
32	-0.081364	-0.5637	0.287788
33	-0.087445	-0.6058	0.273739
34	0.0832	0.5764	0.283511
35	-0.071411	-0.4948	0.311516
36	-0.026936	-0.1866	0.426374

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.065141	-0.4513	0.3269
2	0.210775	1.4603	0.075362
3	0.185158	1.2828	0.102859
4	-0.157188	-1.089	0.140789
5	0.126605	0.8771	0.192389
6	0.233584	1.6183	0.056073
7	-0.25721	-1.782	0.040538
8	0.058596	0.406	0.343286
9	0.094471	0.6545	0.257952
10	-0.039812	-0.2758	0.391932
11	-0.100319	-0.695	0.245194
12	-0.305034	-2.1133	0.019898
13	-0.148099	-1.0261	0.155003
14	-0.073943	-0.5123	0.305397
15	0.194401	1.3468	0.092177
16	-0.029086	-0.2015	0.420575
17	0.069102	0.4788	0.317144
18	0.022816	0.1581	0.43753
19	0.062853	0.4355	0.33259
20	0.01377	0.0954	0.462198
21	0.071208	0.4933	0.312009
22	-0.239385	-1.6585	0.051868
23	0.06864	0.4755	0.318276
24	-0.028417	-0.1969	0.422376
25	-0.045201	-0.3132	0.377756
26	-0.03841	-0.2661	0.395645
27	0.051849	0.3592	0.360504
28	-0.038322	-0.2655	0.395879
29	-0.097848	-0.6779	0.250543
30	-0.021742	-0.1506	0.440448
31	-0.076727	-0.5316	0.298735
32	-0.038331	-0.2656	0.395856
33	0.036395	0.2521	0.401001
34	0.001769	0.0123	0.495137
35	-0.029546	-0.2047	0.419336
36	-0.09567	-0.6628	0.255309

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.065141 & -0.4513 & 0.3269 \tabularnewline
2 & 0.210775 & 1.4603 & 0.075362 \tabularnewline
3 & 0.185158 & 1.2828 & 0.102859 \tabularnewline
4 & -0.157188 & -1.089 & 0.140789 \tabularnewline
5 & 0.126605 & 0.8771 & 0.192389 \tabularnewline
6 & 0.233584 & 1.6183 & 0.056073 \tabularnewline
7 & -0.25721 & -1.782 & 0.040538 \tabularnewline
8 & 0.058596 & 0.406 & 0.343286 \tabularnewline
9 & 0.094471 & 0.6545 & 0.257952 \tabularnewline
10 & -0.039812 & -0.2758 & 0.391932 \tabularnewline
11 & -0.100319 & -0.695 & 0.245194 \tabularnewline
12 & -0.305034 & -2.1133 & 0.019898 \tabularnewline
13 & -0.148099 & -1.0261 & 0.155003 \tabularnewline
14 & -0.073943 & -0.5123 & 0.305397 \tabularnewline
15 & 0.194401 & 1.3468 & 0.092177 \tabularnewline
16 & -0.029086 & -0.2015 & 0.420575 \tabularnewline
17 & 0.069102 & 0.4788 & 0.317144 \tabularnewline
18 & 0.022816 & 0.1581 & 0.43753 \tabularnewline
19 & 0.062853 & 0.4355 & 0.33259 \tabularnewline
20 & 0.01377 & 0.0954 & 0.462198 \tabularnewline
21 & 0.071208 & 0.4933 & 0.312009 \tabularnewline
22 & -0.239385 & -1.6585 & 0.051868 \tabularnewline
23 & 0.06864 & 0.4755 & 0.318276 \tabularnewline
24 & -0.028417 & -0.1969 & 0.422376 \tabularnewline
25 & -0.045201 & -0.3132 & 0.377756 \tabularnewline
26 & -0.03841 & -0.2661 & 0.395645 \tabularnewline
27 & 0.051849 & 0.3592 & 0.360504 \tabularnewline
28 & -0.038322 & -0.2655 & 0.395879 \tabularnewline
29 & -0.097848 & -0.6779 & 0.250543 \tabularnewline
30 & -0.021742 & -0.1506 & 0.440448 \tabularnewline
31 & -0.076727 & -0.5316 & 0.298735 \tabularnewline
32 & -0.038331 & -0.2656 & 0.395856 \tabularnewline
33 & 0.036395 & 0.2521 & 0.401001 \tabularnewline
34 & 0.001769 & 0.0123 & 0.495137 \tabularnewline
35 & -0.029546 & -0.2047 & 0.419336 \tabularnewline
36 & -0.09567 & -0.6628 & 0.255309 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34535&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]-0.065141[/C][C]-0.4513[/C][C]0.3269[/C][/ROW]
[ROW][C]2[/C][C]0.210775[/C][C]1.4603[/C][C]0.075362[/C][/ROW]
[ROW][C]3[/C][C]0.185158[/C][C]1.2828[/C][C]0.102859[/C][/ROW]
[ROW][C]4[/C][C]-0.157188[/C][C]-1.089[/C][C]0.140789[/C][/ROW]
[ROW][C]5[/C][C]0.126605[/C][C]0.8771[/C][C]0.192389[/C][/ROW]
[ROW][C]6[/C][C]0.233584[/C][C]1.6183[/C][C]0.056073[/C][/ROW]
[ROW][C]7[/C][C]-0.25721[/C][C]-1.782[/C][C]0.040538[/C][/ROW]
[ROW][C]8[/C][C]0.058596[/C][C]0.406[/C][C]0.343286[/C][/ROW]
[ROW][C]9[/C][C]0.094471[/C][C]0.6545[/C][C]0.257952[/C][/ROW]
[ROW][C]10[/C][C]-0.039812[/C][C]-0.2758[/C][C]0.391932[/C][/ROW]
[ROW][C]11[/C][C]-0.100319[/C][C]-0.695[/C][C]0.245194[/C][/ROW]
[ROW][C]12[/C][C]-0.305034[/C][C]-2.1133[/C][C]0.019898[/C][/ROW]
[ROW][C]13[/C][C]-0.148099[/C][C]-1.0261[/C][C]0.155003[/C][/ROW]
[ROW][C]14[/C][C]-0.073943[/C][C]-0.5123[/C][C]0.305397[/C][/ROW]
[ROW][C]15[/C][C]0.194401[/C][C]1.3468[/C][C]0.092177[/C][/ROW]
[ROW][C]16[/C][C]-0.029086[/C][C]-0.2015[/C][C]0.420575[/C][/ROW]
[ROW][C]17[/C][C]0.069102[/C][C]0.4788[/C][C]0.317144[/C][/ROW]
[ROW][C]18[/C][C]0.022816[/C][C]0.1581[/C][C]0.43753[/C][/ROW]
[ROW][C]19[/C][C]0.062853[/C][C]0.4355[/C][C]0.33259[/C][/ROW]
[ROW][C]20[/C][C]0.01377[/C][C]0.0954[/C][C]0.462198[/C][/ROW]
[ROW][C]21[/C][C]0.071208[/C][C]0.4933[/C][C]0.312009[/C][/ROW]
[ROW][C]22[/C][C]-0.239385[/C][C]-1.6585[/C][C]0.051868[/C][/ROW]
[ROW][C]23[/C][C]0.06864[/C][C]0.4755[/C][C]0.318276[/C][/ROW]
[ROW][C]24[/C][C]-0.028417[/C][C]-0.1969[/C][C]0.422376[/C][/ROW]
[ROW][C]25[/C][C]-0.045201[/C][C]-0.3132[/C][C]0.377756[/C][/ROW]
[ROW][C]26[/C][C]-0.03841[/C][C]-0.2661[/C][C]0.395645[/C][/ROW]
[ROW][C]27[/C][C]0.051849[/C][C]0.3592[/C][C]0.360504[/C][/ROW]
[ROW][C]28[/C][C]-0.038322[/C][C]-0.2655[/C][C]0.395879[/C][/ROW]
[ROW][C]29[/C][C]-0.097848[/C][C]-0.6779[/C][C]0.250543[/C][/ROW]
[ROW][C]30[/C][C]-0.021742[/C][C]-0.1506[/C][C]0.440448[/C][/ROW]
[ROW][C]31[/C][C]-0.076727[/C][C]-0.5316[/C][C]0.298735[/C][/ROW]
[ROW][C]32[/C][C]-0.038331[/C][C]-0.2656[/C][C]0.395856[/C][/ROW]
[ROW][C]33[/C][C]0.036395[/C][C]0.2521[/C][C]0.401001[/C][/ROW]
[ROW][C]34[/C][C]0.001769[/C][C]0.0123[/C][C]0.495137[/C][/ROW]
[ROW][C]35[/C][C]-0.029546[/C][C]-0.2047[/C][C]0.419336[/C][/ROW]
[ROW][C]36[/C][C]-0.09567[/C][C]-0.6628[/C][C]0.255309[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34535&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34535&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	-0.065141	-0.4513	0.3269
2	0.210775	1.4603	0.075362
3	0.185158	1.2828	0.102859
4	-0.157188	-1.089	0.140789
5	0.126605	0.8771	0.192389
6	0.233584	1.6183	0.056073
7	-0.25721	-1.782	0.040538
8	0.058596	0.406	0.343286
9	0.094471	0.6545	0.257952
10	-0.039812	-0.2758	0.391932
11	-0.100319	-0.695	0.245194
12	-0.305034	-2.1133	0.019898
13	-0.148099	-1.0261	0.155003
14	-0.073943	-0.5123	0.305397
15	0.194401	1.3468	0.092177
16	-0.029086	-0.2015	0.420575
17	0.069102	0.4788	0.317144
18	0.022816	0.1581	0.43753
19	0.062853	0.4355	0.33259
20	0.01377	0.0954	0.462198
21	0.071208	0.4933	0.312009
22	-0.239385	-1.6585	0.051868
23	0.06864	0.4755	0.318276
24	-0.028417	-0.1969	0.422376
25	-0.045201	-0.3132	0.377756
26	-0.03841	-0.2661	0.395645
27	0.051849	0.3592	0.360504
28	-0.038322	-0.2655	0.395879
29	-0.097848	-0.6779	0.250543
30	-0.021742	-0.1506	0.440448
31	-0.076727	-0.5316	0.298735
32	-0.038331	-0.2656	0.395856
33	0.036395	0.2521	0.401001
34	0.001769	0.0123	0.495137
35	-0.029546	-0.2047	0.419336
36	-0.09567	-0.6628	0.255309

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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