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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 06:00:55 -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/24/t1230123692rt2l33hzqhazryv.htm/, Retrieved Tue, 28 May 2024 10:13:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36543, Retrieved Tue, 28 May 2024 10:13:55 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

193

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [q1] [2008-12-08 12:37:39] [3ffd109c9e040b1ae7e5dbe576d4698c]
F    D    [Standard Deviation-Mean Plot] [SMP] [2008-12-08 12:41:29] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM        [Variance Reduction Matrix] [VRM] [2008-12-08 13:10:17] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM          [(Partial) Autocorrelation Function] [ACF] [2008-12-08 13:14:12] [3ffd109c9e040b1ae7e5dbe576d4698c]
- R P           [(Partial) Autocorrelation Function] [ACF] [2008-12-18 16:48:38] [3ffd109c9e040b1ae7e5dbe576d4698c]
-   P               [(Partial) Autocorrelation Function] [ACF] [2008-12-24 13:00:55] [c00776cbed2786c9c4960950021bd861] [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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36543&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36543&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36543&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.286818	2.2217	0.015044
2	-0.143968	-1.1152	0.134612
3	-0.287559	-2.2274	0.014841
4	-0.269378	-2.0866	0.020591
5	-0.069439	-0.5379	0.296327
6	0.019643	0.1522	0.439787
7	-0.060094	-0.4655	0.321635
8	-0.273451	-2.1181	0.019157
9	-0.229421	-1.7771	0.040311
10	-0.106461	-0.8246	0.206421
11	0.270569	2.0958	0.020163
12	0.76759	5.9457	0
13	0.209632	1.6238	0.05483
14	-0.103637	-0.8028	0.212637
15	-0.232057	-1.7975	0.038644
16	-0.203855	-1.5791	0.059791
17	-0.048263	-0.3738	0.354921
18	0.003037	0.0235	0.490656
19	-0.06105	-0.4729	0.319004
20	-0.226204	-1.7522	0.042427
21	-0.16969	-1.3144	0.096855
22	-0.052555	-0.4071	0.342696
23	0.198963	1.5412	0.064268
24	0.558122	4.3232	2.9e-05
25	0.15171	1.1751	0.12229
26	-0.076257	-0.5907	0.278475
27	-0.192481	-1.491	0.070607
28	-0.135361	-1.0485	0.149306
29	-0.02888	-0.2237	0.411875
30	0.010738	0.0832	0.466995
31	-0.035245	-0.273	0.392894
32	-0.160891	-1.2463	0.108757
33	-0.104335	-0.8082	0.211091
34	-0.062626	-0.4851	0.314687
35	0.145183	1.1246	0.132622
36	0.396787	3.0735	0.00159

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.286818 & 2.2217 & 0.015044 \tabularnewline
2 & -0.143968 & -1.1152 & 0.134612 \tabularnewline
3 & -0.287559 & -2.2274 & 0.014841 \tabularnewline
4 & -0.269378 & -2.0866 & 0.020591 \tabularnewline
5 & -0.069439 & -0.5379 & 0.296327 \tabularnewline
6 & 0.019643 & 0.1522 & 0.439787 \tabularnewline
7 & -0.060094 & -0.4655 & 0.321635 \tabularnewline
8 & -0.273451 & -2.1181 & 0.019157 \tabularnewline
9 & -0.229421 & -1.7771 & 0.040311 \tabularnewline
10 & -0.106461 & -0.8246 & 0.206421 \tabularnewline
11 & 0.270569 & 2.0958 & 0.020163 \tabularnewline
12 & 0.76759 & 5.9457 & 0 \tabularnewline
13 & 0.209632 & 1.6238 & 0.05483 \tabularnewline
14 & -0.103637 & -0.8028 & 0.212637 \tabularnewline
15 & -0.232057 & -1.7975 & 0.038644 \tabularnewline
16 & -0.203855 & -1.5791 & 0.059791 \tabularnewline
17 & -0.048263 & -0.3738 & 0.354921 \tabularnewline
18 & 0.003037 & 0.0235 & 0.490656 \tabularnewline
19 & -0.06105 & -0.4729 & 0.319004 \tabularnewline
20 & -0.226204 & -1.7522 & 0.042427 \tabularnewline
21 & -0.16969 & -1.3144 & 0.096855 \tabularnewline
22 & -0.052555 & -0.4071 & 0.342696 \tabularnewline
23 & 0.198963 & 1.5412 & 0.064268 \tabularnewline
24 & 0.558122 & 4.3232 & 2.9e-05 \tabularnewline
25 & 0.15171 & 1.1751 & 0.12229 \tabularnewline
26 & -0.076257 & -0.5907 & 0.278475 \tabularnewline
27 & -0.192481 & -1.491 & 0.070607 \tabularnewline
28 & -0.135361 & -1.0485 & 0.149306 \tabularnewline
29 & -0.02888 & -0.2237 & 0.411875 \tabularnewline
30 & 0.010738 & 0.0832 & 0.466995 \tabularnewline
31 & -0.035245 & -0.273 & 0.392894 \tabularnewline
32 & -0.160891 & -1.2463 & 0.108757 \tabularnewline
33 & -0.104335 & -0.8082 & 0.211091 \tabularnewline
34 & -0.062626 & -0.4851 & 0.314687 \tabularnewline
35 & 0.145183 & 1.1246 & 0.132622 \tabularnewline
36 & 0.396787 & 3.0735 & 0.00159 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36543&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]0.286818[/C][C]2.2217[/C][C]0.015044[/C][/ROW]
[ROW][C]2[/C][C]-0.143968[/C][C]-1.1152[/C][C]0.134612[/C][/ROW]
[ROW][C]3[/C][C]-0.287559[/C][C]-2.2274[/C][C]0.014841[/C][/ROW]
[ROW][C]4[/C][C]-0.269378[/C][C]-2.0866[/C][C]0.020591[/C][/ROW]
[ROW][C]5[/C][C]-0.069439[/C][C]-0.5379[/C][C]0.296327[/C][/ROW]
[ROW][C]6[/C][C]0.019643[/C][C]0.1522[/C][C]0.439787[/C][/ROW]
[ROW][C]7[/C][C]-0.060094[/C][C]-0.4655[/C][C]0.321635[/C][/ROW]
[ROW][C]8[/C][C]-0.273451[/C][C]-2.1181[/C][C]0.019157[/C][/ROW]
[ROW][C]9[/C][C]-0.229421[/C][C]-1.7771[/C][C]0.040311[/C][/ROW]
[ROW][C]10[/C][C]-0.106461[/C][C]-0.8246[/C][C]0.206421[/C][/ROW]
[ROW][C]11[/C][C]0.270569[/C][C]2.0958[/C][C]0.020163[/C][/ROW]
[ROW][C]12[/C][C]0.76759[/C][C]5.9457[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.209632[/C][C]1.6238[/C][C]0.05483[/C][/ROW]
[ROW][C]14[/C][C]-0.103637[/C][C]-0.8028[/C][C]0.212637[/C][/ROW]
[ROW][C]15[/C][C]-0.232057[/C][C]-1.7975[/C][C]0.038644[/C][/ROW]
[ROW][C]16[/C][C]-0.203855[/C][C]-1.5791[/C][C]0.059791[/C][/ROW]
[ROW][C]17[/C][C]-0.048263[/C][C]-0.3738[/C][C]0.354921[/C][/ROW]
[ROW][C]18[/C][C]0.003037[/C][C]0.0235[/C][C]0.490656[/C][/ROW]
[ROW][C]19[/C][C]-0.06105[/C][C]-0.4729[/C][C]0.319004[/C][/ROW]
[ROW][C]20[/C][C]-0.226204[/C][C]-1.7522[/C][C]0.042427[/C][/ROW]
[ROW][C]21[/C][C]-0.16969[/C][C]-1.3144[/C][C]0.096855[/C][/ROW]
[ROW][C]22[/C][C]-0.052555[/C][C]-0.4071[/C][C]0.342696[/C][/ROW]
[ROW][C]23[/C][C]0.198963[/C][C]1.5412[/C][C]0.064268[/C][/ROW]
[ROW][C]24[/C][C]0.558122[/C][C]4.3232[/C][C]2.9e-05[/C][/ROW]
[ROW][C]25[/C][C]0.15171[/C][C]1.1751[/C][C]0.12229[/C][/ROW]
[ROW][C]26[/C][C]-0.076257[/C][C]-0.5907[/C][C]0.278475[/C][/ROW]
[ROW][C]27[/C][C]-0.192481[/C][C]-1.491[/C][C]0.070607[/C][/ROW]
[ROW][C]28[/C][C]-0.135361[/C][C]-1.0485[/C][C]0.149306[/C][/ROW]
[ROW][C]29[/C][C]-0.02888[/C][C]-0.2237[/C][C]0.411875[/C][/ROW]
[ROW][C]30[/C][C]0.010738[/C][C]0.0832[/C][C]0.466995[/C][/ROW]
[ROW][C]31[/C][C]-0.035245[/C][C]-0.273[/C][C]0.392894[/C][/ROW]
[ROW][C]32[/C][C]-0.160891[/C][C]-1.2463[/C][C]0.108757[/C][/ROW]
[ROW][C]33[/C][C]-0.104335[/C][C]-0.8082[/C][C]0.211091[/C][/ROW]
[ROW][C]34[/C][C]-0.062626[/C][C]-0.4851[/C][C]0.314687[/C][/ROW]
[ROW][C]35[/C][C]0.145183[/C][C]1.1246[/C][C]0.132622[/C][/ROW]
[ROW][C]36[/C][C]0.396787[/C][C]3.0735[/C][C]0.00159[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36543&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36543&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	0.286818	2.2217	0.015044
2	-0.143968	-1.1152	0.134612
3	-0.287559	-2.2274	0.014841
4	-0.269378	-2.0866	0.020591
5	-0.069439	-0.5379	0.296327
6	0.019643	0.1522	0.439787
7	-0.060094	-0.4655	0.321635
8	-0.273451	-2.1181	0.019157
9	-0.229421	-1.7771	0.040311
10	-0.106461	-0.8246	0.206421
11	0.270569	2.0958	0.020163
12	0.76759	5.9457	0
13	0.209632	1.6238	0.05483
14	-0.103637	-0.8028	0.212637
15	-0.232057	-1.7975	0.038644
16	-0.203855	-1.5791	0.059791
17	-0.048263	-0.3738	0.354921
18	0.003037	0.0235	0.490656
19	-0.06105	-0.4729	0.319004
20	-0.226204	-1.7522	0.042427
21	-0.16969	-1.3144	0.096855
22	-0.052555	-0.4071	0.342696
23	0.198963	1.5412	0.064268
24	0.558122	4.3232	2.9e-05
25	0.15171	1.1751	0.12229
26	-0.076257	-0.5907	0.278475
27	-0.192481	-1.491	0.070607
28	-0.135361	-1.0485	0.149306
29	-0.02888	-0.2237	0.411875
30	0.010738	0.0832	0.466995
31	-0.035245	-0.273	0.392894
32	-0.160891	-1.2463	0.108757
33	-0.104335	-0.8082	0.211091
34	-0.062626	-0.4851	0.314687
35	0.145183	1.1246	0.132622
36	0.396787	3.0735	0.00159

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.286818	2.2217	0.015044
2	-0.246512	-1.9095	0.030493
3	-0.191868	-1.4862	0.071231
4	-0.181579	-1.4065	0.082366
5	-0.028822	-0.2233	0.412048
6	-0.095648	-0.7409	0.230826
7	-0.191201	-1.481	0.071915
8	-0.382196	-2.9605	0.002197
9	-0.288196	-2.2324	0.014668
10	-0.425153	-3.2932	0.000832
11	-0.163025	-1.2628	0.105776
12	0.525548	4.0709	7e-05
13	-0.272203	-2.1085	0.019587
14	0.068596	0.5313	0.298571
15	0.011689	0.0905	0.464079
16	-0.011373	-0.0881	0.465047
17	0.008438	0.0654	0.474051
18	-0.087335	-0.6765	0.250662
19	-0.001953	-0.0151	0.493991
20	0.047339	0.3667	0.357571
21	-0.043629	-0.3379	0.368292
22	0.076625	0.5935	0.277527
23	-0.171862	-1.3312	0.094073
24	-0.011765	-0.0911	0.463845
25	-0.035858	-0.2778	0.391077
26	-0.116897	-0.9055	0.184416
27	-0.081961	-0.6349	0.263964
28	-0.048181	-0.3732	0.355155
29	-0.105861	-0.82	0.207733
30	0.003099	0.024	0.490465
31	-0.084214	-0.6523	0.258343
32	0.020786	0.161	0.436314
33	-0.008841	-0.0685	0.472816
34	-0.164463	-1.2739	0.103802
35	0.072953	0.5651	0.287058
36	-0.1169	-0.9055	0.184411

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.286818 & 2.2217 & 0.015044 \tabularnewline
2 & -0.246512 & -1.9095 & 0.030493 \tabularnewline
3 & -0.191868 & -1.4862 & 0.071231 \tabularnewline
4 & -0.181579 & -1.4065 & 0.082366 \tabularnewline
5 & -0.028822 & -0.2233 & 0.412048 \tabularnewline
6 & -0.095648 & -0.7409 & 0.230826 \tabularnewline
7 & -0.191201 & -1.481 & 0.071915 \tabularnewline
8 & -0.382196 & -2.9605 & 0.002197 \tabularnewline
9 & -0.288196 & -2.2324 & 0.014668 \tabularnewline
10 & -0.425153 & -3.2932 & 0.000832 \tabularnewline
11 & -0.163025 & -1.2628 & 0.105776 \tabularnewline
12 & 0.525548 & 4.0709 & 7e-05 \tabularnewline
13 & -0.272203 & -2.1085 & 0.019587 \tabularnewline
14 & 0.068596 & 0.5313 & 0.298571 \tabularnewline
15 & 0.011689 & 0.0905 & 0.464079 \tabularnewline
16 & -0.011373 & -0.0881 & 0.465047 \tabularnewline
17 & 0.008438 & 0.0654 & 0.474051 \tabularnewline
18 & -0.087335 & -0.6765 & 0.250662 \tabularnewline
19 & -0.001953 & -0.0151 & 0.493991 \tabularnewline
20 & 0.047339 & 0.3667 & 0.357571 \tabularnewline
21 & -0.043629 & -0.3379 & 0.368292 \tabularnewline
22 & 0.076625 & 0.5935 & 0.277527 \tabularnewline
23 & -0.171862 & -1.3312 & 0.094073 \tabularnewline
24 & -0.011765 & -0.0911 & 0.463845 \tabularnewline
25 & -0.035858 & -0.2778 & 0.391077 \tabularnewline
26 & -0.116897 & -0.9055 & 0.184416 \tabularnewline
27 & -0.081961 & -0.6349 & 0.263964 \tabularnewline
28 & -0.048181 & -0.3732 & 0.355155 \tabularnewline
29 & -0.105861 & -0.82 & 0.207733 \tabularnewline
30 & 0.003099 & 0.024 & 0.490465 \tabularnewline
31 & -0.084214 & -0.6523 & 0.258343 \tabularnewline
32 & 0.020786 & 0.161 & 0.436314 \tabularnewline
33 & -0.008841 & -0.0685 & 0.472816 \tabularnewline
34 & -0.164463 & -1.2739 & 0.103802 \tabularnewline
35 & 0.072953 & 0.5651 & 0.287058 \tabularnewline
36 & -0.1169 & -0.9055 & 0.184411 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36543&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]0.286818[/C][C]2.2217[/C][C]0.015044[/C][/ROW]
[ROW][C]2[/C][C]-0.246512[/C][C]-1.9095[/C][C]0.030493[/C][/ROW]
[ROW][C]3[/C][C]-0.191868[/C][C]-1.4862[/C][C]0.071231[/C][/ROW]
[ROW][C]4[/C][C]-0.181579[/C][C]-1.4065[/C][C]0.082366[/C][/ROW]
[ROW][C]5[/C][C]-0.028822[/C][C]-0.2233[/C][C]0.412048[/C][/ROW]
[ROW][C]6[/C][C]-0.095648[/C][C]-0.7409[/C][C]0.230826[/C][/ROW]
[ROW][C]7[/C][C]-0.191201[/C][C]-1.481[/C][C]0.071915[/C][/ROW]
[ROW][C]8[/C][C]-0.382196[/C][C]-2.9605[/C][C]0.002197[/C][/ROW]
[ROW][C]9[/C][C]-0.288196[/C][C]-2.2324[/C][C]0.014668[/C][/ROW]
[ROW][C]10[/C][C]-0.425153[/C][C]-3.2932[/C][C]0.000832[/C][/ROW]
[ROW][C]11[/C][C]-0.163025[/C][C]-1.2628[/C][C]0.105776[/C][/ROW]
[ROW][C]12[/C][C]0.525548[/C][C]4.0709[/C][C]7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.272203[/C][C]-2.1085[/C][C]0.019587[/C][/ROW]
[ROW][C]14[/C][C]0.068596[/C][C]0.5313[/C][C]0.298571[/C][/ROW]
[ROW][C]15[/C][C]0.011689[/C][C]0.0905[/C][C]0.464079[/C][/ROW]
[ROW][C]16[/C][C]-0.011373[/C][C]-0.0881[/C][C]0.465047[/C][/ROW]
[ROW][C]17[/C][C]0.008438[/C][C]0.0654[/C][C]0.474051[/C][/ROW]
[ROW][C]18[/C][C]-0.087335[/C][C]-0.6765[/C][C]0.250662[/C][/ROW]
[ROW][C]19[/C][C]-0.001953[/C][C]-0.0151[/C][C]0.493991[/C][/ROW]
[ROW][C]20[/C][C]0.047339[/C][C]0.3667[/C][C]0.357571[/C][/ROW]
[ROW][C]21[/C][C]-0.043629[/C][C]-0.3379[/C][C]0.368292[/C][/ROW]
[ROW][C]22[/C][C]0.076625[/C][C]0.5935[/C][C]0.277527[/C][/ROW]
[ROW][C]23[/C][C]-0.171862[/C][C]-1.3312[/C][C]0.094073[/C][/ROW]
[ROW][C]24[/C][C]-0.011765[/C][C]-0.0911[/C][C]0.463845[/C][/ROW]
[ROW][C]25[/C][C]-0.035858[/C][C]-0.2778[/C][C]0.391077[/C][/ROW]
[ROW][C]26[/C][C]-0.116897[/C][C]-0.9055[/C][C]0.184416[/C][/ROW]
[ROW][C]27[/C][C]-0.081961[/C][C]-0.6349[/C][C]0.263964[/C][/ROW]
[ROW][C]28[/C][C]-0.048181[/C][C]-0.3732[/C][C]0.355155[/C][/ROW]
[ROW][C]29[/C][C]-0.105861[/C][C]-0.82[/C][C]0.207733[/C][/ROW]
[ROW][C]30[/C][C]0.003099[/C][C]0.024[/C][C]0.490465[/C][/ROW]
[ROW][C]31[/C][C]-0.084214[/C][C]-0.6523[/C][C]0.258343[/C][/ROW]
[ROW][C]32[/C][C]0.020786[/C][C]0.161[/C][C]0.436314[/C][/ROW]
[ROW][C]33[/C][C]-0.008841[/C][C]-0.0685[/C][C]0.472816[/C][/ROW]
[ROW][C]34[/C][C]-0.164463[/C][C]-1.2739[/C][C]0.103802[/C][/ROW]
[ROW][C]35[/C][C]0.072953[/C][C]0.5651[/C][C]0.287058[/C][/ROW]
[ROW][C]36[/C][C]-0.1169[/C][C]-0.9055[/C][C]0.184411[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36543&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36543&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	0.286818	2.2217	0.015044
2	-0.246512	-1.9095	0.030493
3	-0.191868	-1.4862	0.071231
4	-0.181579	-1.4065	0.082366
5	-0.028822	-0.2233	0.412048
6	-0.095648	-0.7409	0.230826
7	-0.191201	-1.481	0.071915
8	-0.382196	-2.9605	0.002197
9	-0.288196	-2.2324	0.014668
10	-0.425153	-3.2932	0.000832
11	-0.163025	-1.2628	0.105776
12	0.525548	4.0709	7e-05
13	-0.272203	-2.1085	0.019587
14	0.068596	0.5313	0.298571
15	0.011689	0.0905	0.464079
16	-0.011373	-0.0881	0.465047
17	0.008438	0.0654	0.474051
18	-0.087335	-0.6765	0.250662
19	-0.001953	-0.0151	0.493991
20	0.047339	0.3667	0.357571
21	-0.043629	-0.3379	0.368292
22	0.076625	0.5935	0.277527
23	-0.171862	-1.3312	0.094073
24	-0.011765	-0.0911	0.463845
25	-0.035858	-0.2778	0.391077
26	-0.116897	-0.9055	0.184416
27	-0.081961	-0.6349	0.263964
28	-0.048181	-0.3732	0.355155
29	-0.105861	-0.82	0.207733
30	0.003099	0.024	0.490465
31	-0.084214	-0.6523	0.258343
32	0.020786	0.161	0.436314
33	-0.008841	-0.0685	0.472816
34	-0.164463	-1.2739	0.103802
35	0.072953	0.5651	0.287058
36	-0.1169	-0.9055	0.184411

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; 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