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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 20 Dec 2008 13:00:45 -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/20/t1229803357spovf46y94as3ym.htm/, Retrieved Sun, 19 May 2024 12:15:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35442, Retrieved Sun, 19 May 2024 12:15:02 +0000

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Estimated Impact

173

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]
-    D        [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-20 20:00:45] [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	'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=35442&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=35442&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35442&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	0.388843	3.012	0.001898
2	0.122874	0.9518	0.172514
3	0.256717	1.9885	0.02566
4	0.197898	1.5329	0.065277
5	0.361759	2.8022	0.003412
6	0.536016	4.152	5.3e-05
7	0.281128	2.1776	0.016689
8	0.10788	0.8356	0.203337
9	0.138212	1.0706	0.144321
10	-0.065876	-0.5103	0.305866
11	0.153839	1.1916	0.119049
12	0.54384	4.2126	4.3e-05
13	0.065364	0.5063	0.307249
14	-0.100695	-0.78	0.219235
15	-0.04643	-0.3596	0.360188
16	-0.112853	-0.8742	0.19276
17	0.059383	0.46	0.323597
18	0.191238	1.4813	0.071876
19	0.009989	0.0774	0.46929
20	-0.084556	-0.655	0.257496
21	-0.078477	-0.6079	0.27278
22	-0.239374	-1.8542	0.034315
23	-0.015091	-0.1169	0.453666
24	0.245711	1.9033	0.030903
25	-0.077235	-0.5983	0.275959
26	-0.136982	-1.0611	0.146459
27	-0.14627	-1.133	0.13086
28	-0.1698	-1.3153	0.096713
29	-0.026999	-0.2091	0.417525
30	0.068917	0.5338	0.297717
31	-0.045563	-0.3529	0.36269
32	-0.089863	-0.6961	0.244534
33	-0.13916	-1.0779	0.14269
34	-0.245497	-1.9016	0.031014
35	-0.057256	-0.4435	0.3295
36	0.108014	0.8367	0.203048

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.388843 & 3.012 & 0.001898 \tabularnewline
2 & 0.122874 & 0.9518 & 0.172514 \tabularnewline
3 & 0.256717 & 1.9885 & 0.02566 \tabularnewline
4 & 0.197898 & 1.5329 & 0.065277 \tabularnewline
5 & 0.361759 & 2.8022 & 0.003412 \tabularnewline
6 & 0.536016 & 4.152 & 5.3e-05 \tabularnewline
7 & 0.281128 & 2.1776 & 0.016689 \tabularnewline
8 & 0.10788 & 0.8356 & 0.203337 \tabularnewline
9 & 0.138212 & 1.0706 & 0.144321 \tabularnewline
10 & -0.065876 & -0.5103 & 0.305866 \tabularnewline
11 & 0.153839 & 1.1916 & 0.119049 \tabularnewline
12 & 0.54384 & 4.2126 & 4.3e-05 \tabularnewline
13 & 0.065364 & 0.5063 & 0.307249 \tabularnewline
14 & -0.100695 & -0.78 & 0.219235 \tabularnewline
15 & -0.04643 & -0.3596 & 0.360188 \tabularnewline
16 & -0.112853 & -0.8742 & 0.19276 \tabularnewline
17 & 0.059383 & 0.46 & 0.323597 \tabularnewline
18 & 0.191238 & 1.4813 & 0.071876 \tabularnewline
19 & 0.009989 & 0.0774 & 0.46929 \tabularnewline
20 & -0.084556 & -0.655 & 0.257496 \tabularnewline
21 & -0.078477 & -0.6079 & 0.27278 \tabularnewline
22 & -0.239374 & -1.8542 & 0.034315 \tabularnewline
23 & -0.015091 & -0.1169 & 0.453666 \tabularnewline
24 & 0.245711 & 1.9033 & 0.030903 \tabularnewline
25 & -0.077235 & -0.5983 & 0.275959 \tabularnewline
26 & -0.136982 & -1.0611 & 0.146459 \tabularnewline
27 & -0.14627 & -1.133 & 0.13086 \tabularnewline
28 & -0.1698 & -1.3153 & 0.096713 \tabularnewline
29 & -0.026999 & -0.2091 & 0.417525 \tabularnewline
30 & 0.068917 & 0.5338 & 0.297717 \tabularnewline
31 & -0.045563 & -0.3529 & 0.36269 \tabularnewline
32 & -0.089863 & -0.6961 & 0.244534 \tabularnewline
33 & -0.13916 & -1.0779 & 0.14269 \tabularnewline
34 & -0.245497 & -1.9016 & 0.031014 \tabularnewline
35 & -0.057256 & -0.4435 & 0.3295 \tabularnewline
36 & 0.108014 & 0.8367 & 0.203048 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35442&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]0.388843[/C][C]3.012[/C][C]0.001898[/C][/ROW]
[ROW][C]2[/C][C]0.122874[/C][C]0.9518[/C][C]0.172514[/C][/ROW]
[ROW][C]3[/C][C]0.256717[/C][C]1.9885[/C][C]0.02566[/C][/ROW]
[ROW][C]4[/C][C]0.197898[/C][C]1.5329[/C][C]0.065277[/C][/ROW]
[ROW][C]5[/C][C]0.361759[/C][C]2.8022[/C][C]0.003412[/C][/ROW]
[ROW][C]6[/C][C]0.536016[/C][C]4.152[/C][C]5.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.281128[/C][C]2.1776[/C][C]0.016689[/C][/ROW]
[ROW][C]8[/C][C]0.10788[/C][C]0.8356[/C][C]0.203337[/C][/ROW]
[ROW][C]9[/C][C]0.138212[/C][C]1.0706[/C][C]0.144321[/C][/ROW]
[ROW][C]10[/C][C]-0.065876[/C][C]-0.5103[/C][C]0.305866[/C][/ROW]
[ROW][C]11[/C][C]0.153839[/C][C]1.1916[/C][C]0.119049[/C][/ROW]
[ROW][C]12[/C][C]0.54384[/C][C]4.2126[/C][C]4.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.065364[/C][C]0.5063[/C][C]0.307249[/C][/ROW]
[ROW][C]14[/C][C]-0.100695[/C][C]-0.78[/C][C]0.219235[/C][/ROW]
[ROW][C]15[/C][C]-0.04643[/C][C]-0.3596[/C][C]0.360188[/C][/ROW]
[ROW][C]16[/C][C]-0.112853[/C][C]-0.8742[/C][C]0.19276[/C][/ROW]
[ROW][C]17[/C][C]0.059383[/C][C]0.46[/C][C]0.323597[/C][/ROW]
[ROW][C]18[/C][C]0.191238[/C][C]1.4813[/C][C]0.071876[/C][/ROW]
[ROW][C]19[/C][C]0.009989[/C][C]0.0774[/C][C]0.46929[/C][/ROW]
[ROW][C]20[/C][C]-0.084556[/C][C]-0.655[/C][C]0.257496[/C][/ROW]
[ROW][C]21[/C][C]-0.078477[/C][C]-0.6079[/C][C]0.27278[/C][/ROW]
[ROW][C]22[/C][C]-0.239374[/C][C]-1.8542[/C][C]0.034315[/C][/ROW]
[ROW][C]23[/C][C]-0.015091[/C][C]-0.1169[/C][C]0.453666[/C][/ROW]
[ROW][C]24[/C][C]0.245711[/C][C]1.9033[/C][C]0.030903[/C][/ROW]
[ROW][C]25[/C][C]-0.077235[/C][C]-0.5983[/C][C]0.275959[/C][/ROW]
[ROW][C]26[/C][C]-0.136982[/C][C]-1.0611[/C][C]0.146459[/C][/ROW]
[ROW][C]27[/C][C]-0.14627[/C][C]-1.133[/C][C]0.13086[/C][/ROW]
[ROW][C]28[/C][C]-0.1698[/C][C]-1.3153[/C][C]0.096713[/C][/ROW]
[ROW][C]29[/C][C]-0.026999[/C][C]-0.2091[/C][C]0.417525[/C][/ROW]
[ROW][C]30[/C][C]0.068917[/C][C]0.5338[/C][C]0.297717[/C][/ROW]
[ROW][C]31[/C][C]-0.045563[/C][C]-0.3529[/C][C]0.36269[/C][/ROW]
[ROW][C]32[/C][C]-0.089863[/C][C]-0.6961[/C][C]0.244534[/C][/ROW]
[ROW][C]33[/C][C]-0.13916[/C][C]-1.0779[/C][C]0.14269[/C][/ROW]
[ROW][C]34[/C][C]-0.245497[/C][C]-1.9016[/C][C]0.031014[/C][/ROW]
[ROW][C]35[/C][C]-0.057256[/C][C]-0.4435[/C][C]0.3295[/C][/ROW]
[ROW][C]36[/C][C]0.108014[/C][C]0.8367[/C][C]0.203048[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35442&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35442&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	0.388843	3.012	0.001898
2	0.122874	0.9518	0.172514
3	0.256717	1.9885	0.02566
4	0.197898	1.5329	0.065277
5	0.361759	2.8022	0.003412
6	0.536016	4.152	5.3e-05
7	0.281128	2.1776	0.016689
8	0.10788	0.8356	0.203337
9	0.138212	1.0706	0.144321
10	-0.065876	-0.5103	0.305866
11	0.153839	1.1916	0.119049
12	0.54384	4.2126	4.3e-05
13	0.065364	0.5063	0.307249
14	-0.100695	-0.78	0.219235
15	-0.04643	-0.3596	0.360188
16	-0.112853	-0.8742	0.19276
17	0.059383	0.46	0.323597
18	0.191238	1.4813	0.071876
19	0.009989	0.0774	0.46929
20	-0.084556	-0.655	0.257496
21	-0.078477	-0.6079	0.27278
22	-0.239374	-1.8542	0.034315
23	-0.015091	-0.1169	0.453666
24	0.245711	1.9033	0.030903
25	-0.077235	-0.5983	0.275959
26	-0.136982	-1.0611	0.146459
27	-0.14627	-1.133	0.13086
28	-0.1698	-1.3153	0.096713
29	-0.026999	-0.2091	0.417525
30	0.068917	0.5338	0.297717
31	-0.045563	-0.3529	0.36269
32	-0.089863	-0.6961	0.244534
33	-0.13916	-1.0779	0.14269
34	-0.245497	-1.9016	0.031014
35	-0.057256	-0.4435	0.3295
36	0.108014	0.8367	0.203048

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.388843	3.012	0.001898
2	-0.03337	-0.2585	0.398459
3	0.259856	2.0128	0.024313
4	0.010631	0.0823	0.467323
5	0.354881	2.7489	0.003944
6	0.340505	2.6375	0.00531
7	0.017653	0.1367	0.445848
8	-0.059595	-0.4616	0.323011
9	-0.078195	-0.6057	0.2735
10	-0.412277	-3.1935	0.00112
11	0.022204	0.172	0.432012
12	0.405598	3.1418	0.001304
13	-0.328409	-2.5438	0.006779
14	-0.000973	-0.0075	0.497005
15	-0.137548	-1.0654	0.145472
16	-0.016851	-0.1305	0.448292
17	-0.0377	-0.292	0.385638
18	-0.043766	-0.339	0.367892
19	0.149039	1.1545	0.126446
20	0.053606	0.4152	0.339727
21	0.001372	0.0106	0.495779
22	0.054345	0.421	0.337646
23	-0.027403	-0.2123	0.41631
24	-0.045057	-0.349	0.364153
25	-0.040285	-0.312	0.378043
26	-0.00514	-0.0398	0.484188
27	-0.067674	-0.5242	0.301036
28	0.035938	0.2784	0.39084
29	-0.088192	-0.6831	0.248577
30	0.015772	0.1222	0.451586
31	-0.023946	-0.1855	0.426737
32	8e-04	0.0062	0.497538
33	-0.065816	-0.5098	0.306028
34	0.02371	0.1837	0.427452
35	-0.057187	-0.443	0.32969
36	0.031885	0.247	0.402884

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.388843 & 3.012 & 0.001898 \tabularnewline
2 & -0.03337 & -0.2585 & 0.398459 \tabularnewline
3 & 0.259856 & 2.0128 & 0.024313 \tabularnewline
4 & 0.010631 & 0.0823 & 0.467323 \tabularnewline
5 & 0.354881 & 2.7489 & 0.003944 \tabularnewline
6 & 0.340505 & 2.6375 & 0.00531 \tabularnewline
7 & 0.017653 & 0.1367 & 0.445848 \tabularnewline
8 & -0.059595 & -0.4616 & 0.323011 \tabularnewline
9 & -0.078195 & -0.6057 & 0.2735 \tabularnewline
10 & -0.412277 & -3.1935 & 0.00112 \tabularnewline
11 & 0.022204 & 0.172 & 0.432012 \tabularnewline
12 & 0.405598 & 3.1418 & 0.001304 \tabularnewline
13 & -0.328409 & -2.5438 & 0.006779 \tabularnewline
14 & -0.000973 & -0.0075 & 0.497005 \tabularnewline
15 & -0.137548 & -1.0654 & 0.145472 \tabularnewline
16 & -0.016851 & -0.1305 & 0.448292 \tabularnewline
17 & -0.0377 & -0.292 & 0.385638 \tabularnewline
18 & -0.043766 & -0.339 & 0.367892 \tabularnewline
19 & 0.149039 & 1.1545 & 0.126446 \tabularnewline
20 & 0.053606 & 0.4152 & 0.339727 \tabularnewline
21 & 0.001372 & 0.0106 & 0.495779 \tabularnewline
22 & 0.054345 & 0.421 & 0.337646 \tabularnewline
23 & -0.027403 & -0.2123 & 0.41631 \tabularnewline
24 & -0.045057 & -0.349 & 0.364153 \tabularnewline
25 & -0.040285 & -0.312 & 0.378043 \tabularnewline
26 & -0.00514 & -0.0398 & 0.484188 \tabularnewline
27 & -0.067674 & -0.5242 & 0.301036 \tabularnewline
28 & 0.035938 & 0.2784 & 0.39084 \tabularnewline
29 & -0.088192 & -0.6831 & 0.248577 \tabularnewline
30 & 0.015772 & 0.1222 & 0.451586 \tabularnewline
31 & -0.023946 & -0.1855 & 0.426737 \tabularnewline
32 & 8e-04 & 0.0062 & 0.497538 \tabularnewline
33 & -0.065816 & -0.5098 & 0.306028 \tabularnewline
34 & 0.02371 & 0.1837 & 0.427452 \tabularnewline
35 & -0.057187 & -0.443 & 0.32969 \tabularnewline
36 & 0.031885 & 0.247 & 0.402884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35442&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]0.388843[/C][C]3.012[/C][C]0.001898[/C][/ROW]
[ROW][C]2[/C][C]-0.03337[/C][C]-0.2585[/C][C]0.398459[/C][/ROW]
[ROW][C]3[/C][C]0.259856[/C][C]2.0128[/C][C]0.024313[/C][/ROW]
[ROW][C]4[/C][C]0.010631[/C][C]0.0823[/C][C]0.467323[/C][/ROW]
[ROW][C]5[/C][C]0.354881[/C][C]2.7489[/C][C]0.003944[/C][/ROW]
[ROW][C]6[/C][C]0.340505[/C][C]2.6375[/C][C]0.00531[/C][/ROW]
[ROW][C]7[/C][C]0.017653[/C][C]0.1367[/C][C]0.445848[/C][/ROW]
[ROW][C]8[/C][C]-0.059595[/C][C]-0.4616[/C][C]0.323011[/C][/ROW]
[ROW][C]9[/C][C]-0.078195[/C][C]-0.6057[/C][C]0.2735[/C][/ROW]
[ROW][C]10[/C][C]-0.412277[/C][C]-3.1935[/C][C]0.00112[/C][/ROW]
[ROW][C]11[/C][C]0.022204[/C][C]0.172[/C][C]0.432012[/C][/ROW]
[ROW][C]12[/C][C]0.405598[/C][C]3.1418[/C][C]0.001304[/C][/ROW]
[ROW][C]13[/C][C]-0.328409[/C][C]-2.5438[/C][C]0.006779[/C][/ROW]
[ROW][C]14[/C][C]-0.000973[/C][C]-0.0075[/C][C]0.497005[/C][/ROW]
[ROW][C]15[/C][C]-0.137548[/C][C]-1.0654[/C][C]0.145472[/C][/ROW]
[ROW][C]16[/C][C]-0.016851[/C][C]-0.1305[/C][C]0.448292[/C][/ROW]
[ROW][C]17[/C][C]-0.0377[/C][C]-0.292[/C][C]0.385638[/C][/ROW]
[ROW][C]18[/C][C]-0.043766[/C][C]-0.339[/C][C]0.367892[/C][/ROW]
[ROW][C]19[/C][C]0.149039[/C][C]1.1545[/C][C]0.126446[/C][/ROW]
[ROW][C]20[/C][C]0.053606[/C][C]0.4152[/C][C]0.339727[/C][/ROW]
[ROW][C]21[/C][C]0.001372[/C][C]0.0106[/C][C]0.495779[/C][/ROW]
[ROW][C]22[/C][C]0.054345[/C][C]0.421[/C][C]0.337646[/C][/ROW]
[ROW][C]23[/C][C]-0.027403[/C][C]-0.2123[/C][C]0.41631[/C][/ROW]
[ROW][C]24[/C][C]-0.045057[/C][C]-0.349[/C][C]0.364153[/C][/ROW]
[ROW][C]25[/C][C]-0.040285[/C][C]-0.312[/C][C]0.378043[/C][/ROW]
[ROW][C]26[/C][C]-0.00514[/C][C]-0.0398[/C][C]0.484188[/C][/ROW]
[ROW][C]27[/C][C]-0.067674[/C][C]-0.5242[/C][C]0.301036[/C][/ROW]
[ROW][C]28[/C][C]0.035938[/C][C]0.2784[/C][C]0.39084[/C][/ROW]
[ROW][C]29[/C][C]-0.088192[/C][C]-0.6831[/C][C]0.248577[/C][/ROW]
[ROW][C]30[/C][C]0.015772[/C][C]0.1222[/C][C]0.451586[/C][/ROW]
[ROW][C]31[/C][C]-0.023946[/C][C]-0.1855[/C][C]0.426737[/C][/ROW]
[ROW][C]32[/C][C]8e-04[/C][C]0.0062[/C][C]0.497538[/C][/ROW]
[ROW][C]33[/C][C]-0.065816[/C][C]-0.5098[/C][C]0.306028[/C][/ROW]
[ROW][C]34[/C][C]0.02371[/C][C]0.1837[/C][C]0.427452[/C][/ROW]
[ROW][C]35[/C][C]-0.057187[/C][C]-0.443[/C][C]0.32969[/C][/ROW]
[ROW][C]36[/C][C]0.031885[/C][C]0.247[/C][C]0.402884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35442&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35442&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	0.388843	3.012	0.001898
2	-0.03337	-0.2585	0.398459
3	0.259856	2.0128	0.024313
4	0.010631	0.0823	0.467323
5	0.354881	2.7489	0.003944
6	0.340505	2.6375	0.00531
7	0.017653	0.1367	0.445848
8	-0.059595	-0.4616	0.323011
9	-0.078195	-0.6057	0.2735
10	-0.412277	-3.1935	0.00112
11	0.022204	0.172	0.432012
12	0.405598	3.1418	0.001304
13	-0.328409	-2.5438	0.006779
14	-0.000973	-0.0075	0.497005
15	-0.137548	-1.0654	0.145472
16	-0.016851	-0.1305	0.448292
17	-0.0377	-0.292	0.385638
18	-0.043766	-0.339	0.367892
19	0.149039	1.1545	0.126446
20	0.053606	0.4152	0.339727
21	0.001372	0.0106	0.495779
22	0.054345	0.421	0.337646
23	-0.027403	-0.2123	0.41631
24	-0.045057	-0.349	0.364153
25	-0.040285	-0.312	0.378043
26	-0.00514	-0.0398	0.484188
27	-0.067674	-0.5242	0.301036
28	0.035938	0.2784	0.39084
29	-0.088192	-0.6831	0.248577
30	0.015772	0.1222	0.451586
31	-0.023946	-0.1855	0.426737
32	8e-04	0.0062	0.497538
33	-0.065816	-0.5098	0.306028
34	0.02371	0.1837	0.427452
35	-0.057187	-0.443	0.32969
36	0.031885	0.247	0.402884

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