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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 06:09:59 -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/24/t1230124317bporauon10hk269.htm/, Retrieved Sun, 19 May 2024 12:41:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36550, Retrieved Sun, 19 May 2024 12:41:36 +0000

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Estimated Impact

197

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

-     [(Partial) Autocorrelation Function] [Paper ACF stationair] [2008-12-16 18:42:47] [7849b5cbaea5f05923be73656f726e58]
-   P     [(Partial) Autocorrelation Function] [Paper acf 10] [2008-12-24 13:09:59] [c5d6d05aee6be5527ac4a30a8c3b8fe5] [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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36550&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36550&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36550&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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.119631	-0.8114	0.210663
2	-0.099816	-0.677	0.250903
3	0.039017	0.2646	0.39624
4	-0.104907	-0.7115	0.24018
5	-0.107452	-0.7288	0.234916
6	-0.109998	-0.746	0.22972
7	-0.112543	-0.7633	0.22459
8	-0.115088	-0.7806	0.219528
9	0.122928	0.8337	0.204368
10	-0.100521	-0.6818	0.249402
11	-0.103067	-0.699	0.244026
12	0.693028	4.7003	1.2e-05
13	-0.089851	-0.6094	0.272629
14	-0.06635	-0.45	0.327409
15	-0.068895	-0.4673	0.321256
16	-0.071441	-0.4845	0.315153
17	-0.073986	-0.5018	0.309102
18	-0.076531	-0.5191	0.303103
19	-0.079077	-0.5363	0.297159
20	-0.081622	-0.5536	0.291271
21	0.133874	0.908	0.184311
22	-0.055998	-0.3798	0.352923
23	-0.058543	-0.3971	0.34658
24	0.409897	2.7801	0.003924
25	-0.063634	-0.4316	0.33403
26	-0.035464	-0.2405	0.405495
27	-0.038009	-0.2578	0.398859
28	-0.040555	-0.2751	0.392253
29	-0.0431	-0.2923	0.385679
30	-0.045645	-0.3096	0.379139
31	-0.048191	-0.3268	0.372634
32	-0.050736	-0.3441	0.366166
33	0.133583	0.906	0.184827
34	-0.02978	-0.202	0.420412
35	-0.014019	-0.0951	0.46233
36	0.156126	1.0589	0.147588

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.119631 & -0.8114 & 0.210663 \tabularnewline
2 & -0.099816 & -0.677 & 0.250903 \tabularnewline
3 & 0.039017 & 0.2646 & 0.39624 \tabularnewline
4 & -0.104907 & -0.7115 & 0.24018 \tabularnewline
5 & -0.107452 & -0.7288 & 0.234916 \tabularnewline
6 & -0.109998 & -0.746 & 0.22972 \tabularnewline
7 & -0.112543 & -0.7633 & 0.22459 \tabularnewline
8 & -0.115088 & -0.7806 & 0.219528 \tabularnewline
9 & 0.122928 & 0.8337 & 0.204368 \tabularnewline
10 & -0.100521 & -0.6818 & 0.249402 \tabularnewline
11 & -0.103067 & -0.699 & 0.244026 \tabularnewline
12 & 0.693028 & 4.7003 & 1.2e-05 \tabularnewline
13 & -0.089851 & -0.6094 & 0.272629 \tabularnewline
14 & -0.06635 & -0.45 & 0.327409 \tabularnewline
15 & -0.068895 & -0.4673 & 0.321256 \tabularnewline
16 & -0.071441 & -0.4845 & 0.315153 \tabularnewline
17 & -0.073986 & -0.5018 & 0.309102 \tabularnewline
18 & -0.076531 & -0.5191 & 0.303103 \tabularnewline
19 & -0.079077 & -0.5363 & 0.297159 \tabularnewline
20 & -0.081622 & -0.5536 & 0.291271 \tabularnewline
21 & 0.133874 & 0.908 & 0.184311 \tabularnewline
22 & -0.055998 & -0.3798 & 0.352923 \tabularnewline
23 & -0.058543 & -0.3971 & 0.34658 \tabularnewline
24 & 0.409897 & 2.7801 & 0.003924 \tabularnewline
25 & -0.063634 & -0.4316 & 0.33403 \tabularnewline
26 & -0.035464 & -0.2405 & 0.405495 \tabularnewline
27 & -0.038009 & -0.2578 & 0.398859 \tabularnewline
28 & -0.040555 & -0.2751 & 0.392253 \tabularnewline
29 & -0.0431 & -0.2923 & 0.385679 \tabularnewline
30 & -0.045645 & -0.3096 & 0.379139 \tabularnewline
31 & -0.048191 & -0.3268 & 0.372634 \tabularnewline
32 & -0.050736 & -0.3441 & 0.366166 \tabularnewline
33 & 0.133583 & 0.906 & 0.184827 \tabularnewline
34 & -0.02978 & -0.202 & 0.420412 \tabularnewline
35 & -0.014019 & -0.0951 & 0.46233 \tabularnewline
36 & 0.156126 & 1.0589 & 0.147588 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36550&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]-0.119631[/C][C]-0.8114[/C][C]0.210663[/C][/ROW]
[ROW][C]2[/C][C]-0.099816[/C][C]-0.677[/C][C]0.250903[/C][/ROW]
[ROW][C]3[/C][C]0.039017[/C][C]0.2646[/C][C]0.39624[/C][/ROW]
[ROW][C]4[/C][C]-0.104907[/C][C]-0.7115[/C][C]0.24018[/C][/ROW]
[ROW][C]5[/C][C]-0.107452[/C][C]-0.7288[/C][C]0.234916[/C][/ROW]
[ROW][C]6[/C][C]-0.109998[/C][C]-0.746[/C][C]0.22972[/C][/ROW]
[ROW][C]7[/C][C]-0.112543[/C][C]-0.7633[/C][C]0.22459[/C][/ROW]
[ROW][C]8[/C][C]-0.115088[/C][C]-0.7806[/C][C]0.219528[/C][/ROW]
[ROW][C]9[/C][C]0.122928[/C][C]0.8337[/C][C]0.204368[/C][/ROW]
[ROW][C]10[/C][C]-0.100521[/C][C]-0.6818[/C][C]0.249402[/C][/ROW]
[ROW][C]11[/C][C]-0.103067[/C][C]-0.699[/C][C]0.244026[/C][/ROW]
[ROW][C]12[/C][C]0.693028[/C][C]4.7003[/C][C]1.2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.089851[/C][C]-0.6094[/C][C]0.272629[/C][/ROW]
[ROW][C]14[/C][C]-0.06635[/C][C]-0.45[/C][C]0.327409[/C][/ROW]
[ROW][C]15[/C][C]-0.068895[/C][C]-0.4673[/C][C]0.321256[/C][/ROW]
[ROW][C]16[/C][C]-0.071441[/C][C]-0.4845[/C][C]0.315153[/C][/ROW]
[ROW][C]17[/C][C]-0.073986[/C][C]-0.5018[/C][C]0.309102[/C][/ROW]
[ROW][C]18[/C][C]-0.076531[/C][C]-0.5191[/C][C]0.303103[/C][/ROW]
[ROW][C]19[/C][C]-0.079077[/C][C]-0.5363[/C][C]0.297159[/C][/ROW]
[ROW][C]20[/C][C]-0.081622[/C][C]-0.5536[/C][C]0.291271[/C][/ROW]
[ROW][C]21[/C][C]0.133874[/C][C]0.908[/C][C]0.184311[/C][/ROW]
[ROW][C]22[/C][C]-0.055998[/C][C]-0.3798[/C][C]0.352923[/C][/ROW]
[ROW][C]23[/C][C]-0.058543[/C][C]-0.3971[/C][C]0.34658[/C][/ROW]
[ROW][C]24[/C][C]0.409897[/C][C]2.7801[/C][C]0.003924[/C][/ROW]
[ROW][C]25[/C][C]-0.063634[/C][C]-0.4316[/C][C]0.33403[/C][/ROW]
[ROW][C]26[/C][C]-0.035464[/C][C]-0.2405[/C][C]0.405495[/C][/ROW]
[ROW][C]27[/C][C]-0.038009[/C][C]-0.2578[/C][C]0.398859[/C][/ROW]
[ROW][C]28[/C][C]-0.040555[/C][C]-0.2751[/C][C]0.392253[/C][/ROW]
[ROW][C]29[/C][C]-0.0431[/C][C]-0.2923[/C][C]0.385679[/C][/ROW]
[ROW][C]30[/C][C]-0.045645[/C][C]-0.3096[/C][C]0.379139[/C][/ROW]
[ROW][C]31[/C][C]-0.048191[/C][C]-0.3268[/C][C]0.372634[/C][/ROW]
[ROW][C]32[/C][C]-0.050736[/C][C]-0.3441[/C][C]0.366166[/C][/ROW]
[ROW][C]33[/C][C]0.133583[/C][C]0.906[/C][C]0.184827[/C][/ROW]
[ROW][C]34[/C][C]-0.02978[/C][C]-0.202[/C][C]0.420412[/C][/ROW]
[ROW][C]35[/C][C]-0.014019[/C][C]-0.0951[/C][C]0.46233[/C][/ROW]
[ROW][C]36[/C][C]0.156126[/C][C]1.0589[/C][C]0.147588[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36550&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36550&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	-0.119631	-0.8114	0.210663
2	-0.099816	-0.677	0.250903
3	0.039017	0.2646	0.39624
4	-0.104907	-0.7115	0.24018
5	-0.107452	-0.7288	0.234916
6	-0.109998	-0.746	0.22972
7	-0.112543	-0.7633	0.22459
8	-0.115088	-0.7806	0.219528
9	0.122928	0.8337	0.204368
10	-0.100521	-0.6818	0.249402
11	-0.103067	-0.699	0.244026
12	0.693028	4.7003	1.2e-05
13	-0.089851	-0.6094	0.272629
14	-0.06635	-0.45	0.327409
15	-0.068895	-0.4673	0.321256
16	-0.071441	-0.4845	0.315153
17	-0.073986	-0.5018	0.309102
18	-0.076531	-0.5191	0.303103
19	-0.079077	-0.5363	0.297159
20	-0.081622	-0.5536	0.291271
21	0.133874	0.908	0.184311
22	-0.055998	-0.3798	0.352923
23	-0.058543	-0.3971	0.34658
24	0.409897	2.7801	0.003924
25	-0.063634	-0.4316	0.33403
26	-0.035464	-0.2405	0.405495
27	-0.038009	-0.2578	0.398859
28	-0.040555	-0.2751	0.392253
29	-0.0431	-0.2923	0.385679
30	-0.045645	-0.3096	0.379139
31	-0.048191	-0.3268	0.372634
32	-0.050736	-0.3441	0.366166
33	0.133583	0.906	0.184827
34	-0.02978	-0.202	0.420412
35	-0.014019	-0.0951	0.46233
36	0.156126	1.0589	0.147588

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.119631	-0.8114	0.210663
2	-0.115785	-0.7853	0.218154
3	0.012177	0.0826	0.467269
4	-0.112814	-0.7651	0.224048
5	-0.135397	-0.9183	0.181625
6	-0.177741	-1.2055	0.117087
7	-0.198648	-1.3473	0.092242
8	-0.248754	-1.6871	0.049174
9	-0.038109	-0.2585	0.398601
10	-0.245625	-1.6659	0.051264
11	-0.340598	-2.31	0.012712
12	0.559846	3.7971	0.000214
13	-0.021372	-0.145	0.442691
14	-0.015857	-0.1075	0.457411
15	-0.187117	-1.2691	0.105396
16	-0.060025	-0.4071	0.342909
17	-0.044677	-0.303	0.381624
18	-0.055652	-0.3774	0.353788
19	-0.027913	-0.1893	0.425338
20	-0.018637	-0.1264	0.449982
21	-0.112173	-0.7608	0.225331
22	-0.021652	-0.1468	0.441947
23	-0.029317	-0.1988	0.421634
24	-0.166151	-1.1269	0.132817
25	-0.116198	-0.7881	0.217343
26	-0.11334	-0.7687	0.222997
27	0.077733	0.5272	0.30029
28	-0.039321	-0.2667	0.395451
29	-0.043459	-0.2948	0.384755
30	-0.08654	-0.5869	0.280055
31	-0.070501	-0.4782	0.3174
32	-0.064986	-0.4408	0.330727
33	-0.00074	-0.005	0.498009
34	-0.036989	-0.2509	0.401516
35	0.008871	0.0602	0.476141
36	-0.230674	-1.5645	0.062277

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.119631 & -0.8114 & 0.210663 \tabularnewline
2 & -0.115785 & -0.7853 & 0.218154 \tabularnewline
3 & 0.012177 & 0.0826 & 0.467269 \tabularnewline
4 & -0.112814 & -0.7651 & 0.224048 \tabularnewline
5 & -0.135397 & -0.9183 & 0.181625 \tabularnewline
6 & -0.177741 & -1.2055 & 0.117087 \tabularnewline
7 & -0.198648 & -1.3473 & 0.092242 \tabularnewline
8 & -0.248754 & -1.6871 & 0.049174 \tabularnewline
9 & -0.038109 & -0.2585 & 0.398601 \tabularnewline
10 & -0.245625 & -1.6659 & 0.051264 \tabularnewline
11 & -0.340598 & -2.31 & 0.012712 \tabularnewline
12 & 0.559846 & 3.7971 & 0.000214 \tabularnewline
13 & -0.021372 & -0.145 & 0.442691 \tabularnewline
14 & -0.015857 & -0.1075 & 0.457411 \tabularnewline
15 & -0.187117 & -1.2691 & 0.105396 \tabularnewline
16 & -0.060025 & -0.4071 & 0.342909 \tabularnewline
17 & -0.044677 & -0.303 & 0.381624 \tabularnewline
18 & -0.055652 & -0.3774 & 0.353788 \tabularnewline
19 & -0.027913 & -0.1893 & 0.425338 \tabularnewline
20 & -0.018637 & -0.1264 & 0.449982 \tabularnewline
21 & -0.112173 & -0.7608 & 0.225331 \tabularnewline
22 & -0.021652 & -0.1468 & 0.441947 \tabularnewline
23 & -0.029317 & -0.1988 & 0.421634 \tabularnewline
24 & -0.166151 & -1.1269 & 0.132817 \tabularnewline
25 & -0.116198 & -0.7881 & 0.217343 \tabularnewline
26 & -0.11334 & -0.7687 & 0.222997 \tabularnewline
27 & 0.077733 & 0.5272 & 0.30029 \tabularnewline
28 & -0.039321 & -0.2667 & 0.395451 \tabularnewline
29 & -0.043459 & -0.2948 & 0.384755 \tabularnewline
30 & -0.08654 & -0.5869 & 0.280055 \tabularnewline
31 & -0.070501 & -0.4782 & 0.3174 \tabularnewline
32 & -0.064986 & -0.4408 & 0.330727 \tabularnewline
33 & -0.00074 & -0.005 & 0.498009 \tabularnewline
34 & -0.036989 & -0.2509 & 0.401516 \tabularnewline
35 & 0.008871 & 0.0602 & 0.476141 \tabularnewline
36 & -0.230674 & -1.5645 & 0.062277 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36550&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]-0.119631[/C][C]-0.8114[/C][C]0.210663[/C][/ROW]
[ROW][C]2[/C][C]-0.115785[/C][C]-0.7853[/C][C]0.218154[/C][/ROW]
[ROW][C]3[/C][C]0.012177[/C][C]0.0826[/C][C]0.467269[/C][/ROW]
[ROW][C]4[/C][C]-0.112814[/C][C]-0.7651[/C][C]0.224048[/C][/ROW]
[ROW][C]5[/C][C]-0.135397[/C][C]-0.9183[/C][C]0.181625[/C][/ROW]
[ROW][C]6[/C][C]-0.177741[/C][C]-1.2055[/C][C]0.117087[/C][/ROW]
[ROW][C]7[/C][C]-0.198648[/C][C]-1.3473[/C][C]0.092242[/C][/ROW]
[ROW][C]8[/C][C]-0.248754[/C][C]-1.6871[/C][C]0.049174[/C][/ROW]
[ROW][C]9[/C][C]-0.038109[/C][C]-0.2585[/C][C]0.398601[/C][/ROW]
[ROW][C]10[/C][C]-0.245625[/C][C]-1.6659[/C][C]0.051264[/C][/ROW]
[ROW][C]11[/C][C]-0.340598[/C][C]-2.31[/C][C]0.012712[/C][/ROW]
[ROW][C]12[/C][C]0.559846[/C][C]3.7971[/C][C]0.000214[/C][/ROW]
[ROW][C]13[/C][C]-0.021372[/C][C]-0.145[/C][C]0.442691[/C][/ROW]
[ROW][C]14[/C][C]-0.015857[/C][C]-0.1075[/C][C]0.457411[/C][/ROW]
[ROW][C]15[/C][C]-0.187117[/C][C]-1.2691[/C][C]0.105396[/C][/ROW]
[ROW][C]16[/C][C]-0.060025[/C][C]-0.4071[/C][C]0.342909[/C][/ROW]
[ROW][C]17[/C][C]-0.044677[/C][C]-0.303[/C][C]0.381624[/C][/ROW]
[ROW][C]18[/C][C]-0.055652[/C][C]-0.3774[/C][C]0.353788[/C][/ROW]
[ROW][C]19[/C][C]-0.027913[/C][C]-0.1893[/C][C]0.425338[/C][/ROW]
[ROW][C]20[/C][C]-0.018637[/C][C]-0.1264[/C][C]0.449982[/C][/ROW]
[ROW][C]21[/C][C]-0.112173[/C][C]-0.7608[/C][C]0.225331[/C][/ROW]
[ROW][C]22[/C][C]-0.021652[/C][C]-0.1468[/C][C]0.441947[/C][/ROW]
[ROW][C]23[/C][C]-0.029317[/C][C]-0.1988[/C][C]0.421634[/C][/ROW]
[ROW][C]24[/C][C]-0.166151[/C][C]-1.1269[/C][C]0.132817[/C][/ROW]
[ROW][C]25[/C][C]-0.116198[/C][C]-0.7881[/C][C]0.217343[/C][/ROW]
[ROW][C]26[/C][C]-0.11334[/C][C]-0.7687[/C][C]0.222997[/C][/ROW]
[ROW][C]27[/C][C]0.077733[/C][C]0.5272[/C][C]0.30029[/C][/ROW]
[ROW][C]28[/C][C]-0.039321[/C][C]-0.2667[/C][C]0.395451[/C][/ROW]
[ROW][C]29[/C][C]-0.043459[/C][C]-0.2948[/C][C]0.384755[/C][/ROW]
[ROW][C]30[/C][C]-0.08654[/C][C]-0.5869[/C][C]0.280055[/C][/ROW]
[ROW][C]31[/C][C]-0.070501[/C][C]-0.4782[/C][C]0.3174[/C][/ROW]
[ROW][C]32[/C][C]-0.064986[/C][C]-0.4408[/C][C]0.330727[/C][/ROW]
[ROW][C]33[/C][C]-0.00074[/C][C]-0.005[/C][C]0.498009[/C][/ROW]
[ROW][C]34[/C][C]-0.036989[/C][C]-0.2509[/C][C]0.401516[/C][/ROW]
[ROW][C]35[/C][C]0.008871[/C][C]0.0602[/C][C]0.476141[/C][/ROW]
[ROW][C]36[/C][C]-0.230674[/C][C]-1.5645[/C][C]0.062277[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36550&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36550&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	-0.119631	-0.8114	0.210663
2	-0.115785	-0.7853	0.218154
3	0.012177	0.0826	0.467269
4	-0.112814	-0.7651	0.224048
5	-0.135397	-0.9183	0.181625
6	-0.177741	-1.2055	0.117087
7	-0.198648	-1.3473	0.092242
8	-0.248754	-1.6871	0.049174
9	-0.038109	-0.2585	0.398601
10	-0.245625	-1.6659	0.051264
11	-0.340598	-2.31	0.012712
12	0.559846	3.7971	0.000214
13	-0.021372	-0.145	0.442691
14	-0.015857	-0.1075	0.457411
15	-0.187117	-1.2691	0.105396
16	-0.060025	-0.4071	0.342909
17	-0.044677	-0.303	0.381624
18	-0.055652	-0.3774	0.353788
19	-0.027913	-0.1893	0.425338
20	-0.018637	-0.1264	0.449982
21	-0.112173	-0.7608	0.225331
22	-0.021652	-0.1468	0.441947
23	-0.029317	-0.1988	0.421634
24	-0.166151	-1.1269	0.132817
25	-0.116198	-0.7881	0.217343
26	-0.11334	-0.7687	0.222997
27	0.077733	0.5272	0.30029
28	-0.039321	-0.2667	0.395451
29	-0.043459	-0.2948	0.384755
30	-0.08654	-0.5869	0.280055
31	-0.070501	-0.4782	0.3174
32	-0.064986	-0.4408	0.330727
33	-0.00074	-0.005	0.498009
34	-0.036989	-0.2509	0.401516
35	0.008871	0.0602	0.476141
36	-0.230674	-1.5645	0.062277

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