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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 07:44:07 -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/t1230129895i29n8jjiiz6blnz.htm/, Retrieved Sun, 19 May 2024 09:18:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36596, Retrieved Sun, 19 May 2024 09:18:01 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

144

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 RMPD  [Variance Reduction Matrix] [Identification an...] [2008-12-09 21:59:36] [1a689e9ccc515e1757f0522229a687e9]
-    D    [Variance Reduction Matrix] [Paper Variance Re...] [2008-12-24 14:39:33] [1a689e9ccc515e1757f0522229a687e9]
- RMPD        [(Partial) Autocorrelation Function] [Paper Autocorrela...] [2008-12-24 14:44:07] [74a138e5b32af267311b5ad4cd13bf7e] [Current]
-   P           [(Partial) Autocorrelation Function] [Paper Variance Re...] [2008-12-24 14:47:06] [1a689e9ccc515e1757f0522229a687e9] 
-   P             [(Partial) Autocorrelation Function] [Paper Autocorrela...] [2008-12-24 14:50:15] [1a689e9ccc515e1757f0522229a687e9] 

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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=36596&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=36596&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36596&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	0.824167	7.5536	0
2	0.739401	6.7767	0
3	0.777512	7.126	0
4	0.696738	6.3857	0
5	0.722867	6.6252	0
6	0.800566	7.3373	0
7	0.677792	6.2121	0
8	0.61028	5.5933	0
9	0.636138	5.8303	0
10	0.526168	4.8224	3e-06
11	0.559548	5.1283	1e-06
12	0.655541	6.0081	0
13	0.51479	4.7181	5e-06
14	0.431753	3.9571	7.9e-05
15	0.452693	4.149	4e-05
16	0.367928	3.3721	0.000565
17	0.383469	3.5145	0.000356
18	0.443255	4.0625	5.4e-05
19	0.321509	2.9467	0.002078
20	0.258786	2.3718	0.009994
21	0.257819	2.363	0.01022
22	0.1581	1.449	0.075529
23	0.180161	1.6512	0.051216
24	0.235986	2.1628	0.016698
25	0.121619	1.1147	0.134088
26	0.058925	0.5401	0.295294
27	0.050221	0.4603	0.32325
28	-0.035021	-0.321	0.374514
29	-0.021895	-0.2007	0.42072
30	0.002766	0.0253	0.489919
31	-0.078889	-0.723	0.235835
32	-0.129203	-1.1842	0.119845
33	-0.147783	-1.3545	0.089612
34	-0.213981	-1.9612	0.026586
35	-0.18905	-1.7327	0.043412
36	-0.140198	-1.2849	0.101173

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.824167 & 7.5536 & 0 \tabularnewline
2 & 0.739401 & 6.7767 & 0 \tabularnewline
3 & 0.777512 & 7.126 & 0 \tabularnewline
4 & 0.696738 & 6.3857 & 0 \tabularnewline
5 & 0.722867 & 6.6252 & 0 \tabularnewline
6 & 0.800566 & 7.3373 & 0 \tabularnewline
7 & 0.677792 & 6.2121 & 0 \tabularnewline
8 & 0.61028 & 5.5933 & 0 \tabularnewline
9 & 0.636138 & 5.8303 & 0 \tabularnewline
10 & 0.526168 & 4.8224 & 3e-06 \tabularnewline
11 & 0.559548 & 5.1283 & 1e-06 \tabularnewline
12 & 0.655541 & 6.0081 & 0 \tabularnewline
13 & 0.51479 & 4.7181 & 5e-06 \tabularnewline
14 & 0.431753 & 3.9571 & 7.9e-05 \tabularnewline
15 & 0.452693 & 4.149 & 4e-05 \tabularnewline
16 & 0.367928 & 3.3721 & 0.000565 \tabularnewline
17 & 0.383469 & 3.5145 & 0.000356 \tabularnewline
18 & 0.443255 & 4.0625 & 5.4e-05 \tabularnewline
19 & 0.321509 & 2.9467 & 0.002078 \tabularnewline
20 & 0.258786 & 2.3718 & 0.009994 \tabularnewline
21 & 0.257819 & 2.363 & 0.01022 \tabularnewline
22 & 0.1581 & 1.449 & 0.075529 \tabularnewline
23 & 0.180161 & 1.6512 & 0.051216 \tabularnewline
24 & 0.235986 & 2.1628 & 0.016698 \tabularnewline
25 & 0.121619 & 1.1147 & 0.134088 \tabularnewline
26 & 0.058925 & 0.5401 & 0.295294 \tabularnewline
27 & 0.050221 & 0.4603 & 0.32325 \tabularnewline
28 & -0.035021 & -0.321 & 0.374514 \tabularnewline
29 & -0.021895 & -0.2007 & 0.42072 \tabularnewline
30 & 0.002766 & 0.0253 & 0.489919 \tabularnewline
31 & -0.078889 & -0.723 & 0.235835 \tabularnewline
32 & -0.129203 & -1.1842 & 0.119845 \tabularnewline
33 & -0.147783 & -1.3545 & 0.089612 \tabularnewline
34 & -0.213981 & -1.9612 & 0.026586 \tabularnewline
35 & -0.18905 & -1.7327 & 0.043412 \tabularnewline
36 & -0.140198 & -1.2849 & 0.101173 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36596&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]0.824167[/C][C]7.5536[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.739401[/C][C]6.7767[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.777512[/C][C]7.126[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.696738[/C][C]6.3857[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.722867[/C][C]6.6252[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.800566[/C][C]7.3373[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.677792[/C][C]6.2121[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.61028[/C][C]5.5933[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.636138[/C][C]5.8303[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.526168[/C][C]4.8224[/C][C]3e-06[/C][/ROW]
[ROW][C]11[/C][C]0.559548[/C][C]5.1283[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.655541[/C][C]6.0081[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.51479[/C][C]4.7181[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]0.431753[/C][C]3.9571[/C][C]7.9e-05[/C][/ROW]
[ROW][C]15[/C][C]0.452693[/C][C]4.149[/C][C]4e-05[/C][/ROW]
[ROW][C]16[/C][C]0.367928[/C][C]3.3721[/C][C]0.000565[/C][/ROW]
[ROW][C]17[/C][C]0.383469[/C][C]3.5145[/C][C]0.000356[/C][/ROW]
[ROW][C]18[/C][C]0.443255[/C][C]4.0625[/C][C]5.4e-05[/C][/ROW]
[ROW][C]19[/C][C]0.321509[/C][C]2.9467[/C][C]0.002078[/C][/ROW]
[ROW][C]20[/C][C]0.258786[/C][C]2.3718[/C][C]0.009994[/C][/ROW]
[ROW][C]21[/C][C]0.257819[/C][C]2.363[/C][C]0.01022[/C][/ROW]
[ROW][C]22[/C][C]0.1581[/C][C]1.449[/C][C]0.075529[/C][/ROW]
[ROW][C]23[/C][C]0.180161[/C][C]1.6512[/C][C]0.051216[/C][/ROW]
[ROW][C]24[/C][C]0.235986[/C][C]2.1628[/C][C]0.016698[/C][/ROW]
[ROW][C]25[/C][C]0.121619[/C][C]1.1147[/C][C]0.134088[/C][/ROW]
[ROW][C]26[/C][C]0.058925[/C][C]0.5401[/C][C]0.295294[/C][/ROW]
[ROW][C]27[/C][C]0.050221[/C][C]0.4603[/C][C]0.32325[/C][/ROW]
[ROW][C]28[/C][C]-0.035021[/C][C]-0.321[/C][C]0.374514[/C][/ROW]
[ROW][C]29[/C][C]-0.021895[/C][C]-0.2007[/C][C]0.42072[/C][/ROW]
[ROW][C]30[/C][C]0.002766[/C][C]0.0253[/C][C]0.489919[/C][/ROW]
[ROW][C]31[/C][C]-0.078889[/C][C]-0.723[/C][C]0.235835[/C][/ROW]
[ROW][C]32[/C][C]-0.129203[/C][C]-1.1842[/C][C]0.119845[/C][/ROW]
[ROW][C]33[/C][C]-0.147783[/C][C]-1.3545[/C][C]0.089612[/C][/ROW]
[ROW][C]34[/C][C]-0.213981[/C][C]-1.9612[/C][C]0.026586[/C][/ROW]
[ROW][C]35[/C][C]-0.18905[/C][C]-1.7327[/C][C]0.043412[/C][/ROW]
[ROW][C]36[/C][C]-0.140198[/C][C]-1.2849[/C][C]0.101173[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36596&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36596&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	0.824167	7.5536	0
2	0.739401	6.7767	0
3	0.777512	7.126	0
4	0.696738	6.3857	0
5	0.722867	6.6252	0
6	0.800566	7.3373	0
7	0.677792	6.2121	0
8	0.61028	5.5933	0
9	0.636138	5.8303	0
10	0.526168	4.8224	3e-06
11	0.559548	5.1283	1e-06
12	0.655541	6.0081	0
13	0.51479	4.7181	5e-06
14	0.431753	3.9571	7.9e-05
15	0.452693	4.149	4e-05
16	0.367928	3.3721	0.000565
17	0.383469	3.5145	0.000356
18	0.443255	4.0625	5.4e-05
19	0.321509	2.9467	0.002078
20	0.258786	2.3718	0.009994
21	0.257819	2.363	0.01022
22	0.1581	1.449	0.075529
23	0.180161	1.6512	0.051216
24	0.235986	2.1628	0.016698
25	0.121619	1.1147	0.134088
26	0.058925	0.5401	0.295294
27	0.050221	0.4603	0.32325
28	-0.035021	-0.321	0.374514
29	-0.021895	-0.2007	0.42072
30	0.002766	0.0253	0.489919
31	-0.078889	-0.723	0.235835
32	-0.129203	-1.1842	0.119845
33	-0.147783	-1.3545	0.089612
34	-0.213981	-1.9612	0.026586
35	-0.18905	-1.7327	0.043412
36	-0.140198	-1.2849	0.101173

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.824167	7.5536	0
2	0.187526	1.7187	0.044676
3	0.413115	3.7863	0.000143
4	-0.149056	-1.3661	0.087774
5	0.395	3.6202	0.000251
6	0.231799	2.1245	0.018285
7	-0.293977	-2.6943	0.004258
8	-0.113755	-1.0426	0.150067
9	0.012025	0.1102	0.456254
10	-0.260266	-2.3854	0.009656
11	0.275653	2.5264	0.0067
12	0.165037	1.5126	0.067069
13	-0.304274	-2.7887	0.003272
14	-0.177983	-1.6312	0.053292
15	0.059601	0.5463	0.293169
16	0.043458	0.3983	0.34571
17	-0.009935	-0.0911	0.463834
18	-0.07294	-0.6685	0.252822
19	-0.034919	-0.32	0.374866
20	-0.069109	-0.6334	0.264098
21	-0.104835	-0.9608	0.169697
22	0.039925	0.3659	0.357672
23	0.033823	0.31	0.378668
24	-0.13921	-1.2759	0.102757
25	0.008096	0.0742	0.470512
26	0.024295	0.2227	0.412167
27	-0.105725	-0.969	0.167667
28	-0.046544	-0.4266	0.335386
29	-0.010112	-0.0927	0.463188
30	-0.1356	-1.2428	0.1087
31	0.144069	1.3204	0.095142
32	-0.116853	-1.071	0.143623
33	0.009428	0.0864	0.465672
34	0.061033	0.5594	0.288697
35	-0.00553	-0.0507	0.479851
36	0.111512	1.022	0.154851

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.824167 & 7.5536 & 0 \tabularnewline
2 & 0.187526 & 1.7187 & 0.044676 \tabularnewline
3 & 0.413115 & 3.7863 & 0.000143 \tabularnewline
4 & -0.149056 & -1.3661 & 0.087774 \tabularnewline
5 & 0.395 & 3.6202 & 0.000251 \tabularnewline
6 & 0.231799 & 2.1245 & 0.018285 \tabularnewline
7 & -0.293977 & -2.6943 & 0.004258 \tabularnewline
8 & -0.113755 & -1.0426 & 0.150067 \tabularnewline
9 & 0.012025 & 0.1102 & 0.456254 \tabularnewline
10 & -0.260266 & -2.3854 & 0.009656 \tabularnewline
11 & 0.275653 & 2.5264 & 0.0067 \tabularnewline
12 & 0.165037 & 1.5126 & 0.067069 \tabularnewline
13 & -0.304274 & -2.7887 & 0.003272 \tabularnewline
14 & -0.177983 & -1.6312 & 0.053292 \tabularnewline
15 & 0.059601 & 0.5463 & 0.293169 \tabularnewline
16 & 0.043458 & 0.3983 & 0.34571 \tabularnewline
17 & -0.009935 & -0.0911 & 0.463834 \tabularnewline
18 & -0.07294 & -0.6685 & 0.252822 \tabularnewline
19 & -0.034919 & -0.32 & 0.374866 \tabularnewline
20 & -0.069109 & -0.6334 & 0.264098 \tabularnewline
21 & -0.104835 & -0.9608 & 0.169697 \tabularnewline
22 & 0.039925 & 0.3659 & 0.357672 \tabularnewline
23 & 0.033823 & 0.31 & 0.378668 \tabularnewline
24 & -0.13921 & -1.2759 & 0.102757 \tabularnewline
25 & 0.008096 & 0.0742 & 0.470512 \tabularnewline
26 & 0.024295 & 0.2227 & 0.412167 \tabularnewline
27 & -0.105725 & -0.969 & 0.167667 \tabularnewline
28 & -0.046544 & -0.4266 & 0.335386 \tabularnewline
29 & -0.010112 & -0.0927 & 0.463188 \tabularnewline
30 & -0.1356 & -1.2428 & 0.1087 \tabularnewline
31 & 0.144069 & 1.3204 & 0.095142 \tabularnewline
32 & -0.116853 & -1.071 & 0.143623 \tabularnewline
33 & 0.009428 & 0.0864 & 0.465672 \tabularnewline
34 & 0.061033 & 0.5594 & 0.288697 \tabularnewline
35 & -0.00553 & -0.0507 & 0.479851 \tabularnewline
36 & 0.111512 & 1.022 & 0.154851 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36596&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]0.824167[/C][C]7.5536[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.187526[/C][C]1.7187[/C][C]0.044676[/C][/ROW]
[ROW][C]3[/C][C]0.413115[/C][C]3.7863[/C][C]0.000143[/C][/ROW]
[ROW][C]4[/C][C]-0.149056[/C][C]-1.3661[/C][C]0.087774[/C][/ROW]
[ROW][C]5[/C][C]0.395[/C][C]3.6202[/C][C]0.000251[/C][/ROW]
[ROW][C]6[/C][C]0.231799[/C][C]2.1245[/C][C]0.018285[/C][/ROW]
[ROW][C]7[/C][C]-0.293977[/C][C]-2.6943[/C][C]0.004258[/C][/ROW]
[ROW][C]8[/C][C]-0.113755[/C][C]-1.0426[/C][C]0.150067[/C][/ROW]
[ROW][C]9[/C][C]0.012025[/C][C]0.1102[/C][C]0.456254[/C][/ROW]
[ROW][C]10[/C][C]-0.260266[/C][C]-2.3854[/C][C]0.009656[/C][/ROW]
[ROW][C]11[/C][C]0.275653[/C][C]2.5264[/C][C]0.0067[/C][/ROW]
[ROW][C]12[/C][C]0.165037[/C][C]1.5126[/C][C]0.067069[/C][/ROW]
[ROW][C]13[/C][C]-0.304274[/C][C]-2.7887[/C][C]0.003272[/C][/ROW]
[ROW][C]14[/C][C]-0.177983[/C][C]-1.6312[/C][C]0.053292[/C][/ROW]
[ROW][C]15[/C][C]0.059601[/C][C]0.5463[/C][C]0.293169[/C][/ROW]
[ROW][C]16[/C][C]0.043458[/C][C]0.3983[/C][C]0.34571[/C][/ROW]
[ROW][C]17[/C][C]-0.009935[/C][C]-0.0911[/C][C]0.463834[/C][/ROW]
[ROW][C]18[/C][C]-0.07294[/C][C]-0.6685[/C][C]0.252822[/C][/ROW]
[ROW][C]19[/C][C]-0.034919[/C][C]-0.32[/C][C]0.374866[/C][/ROW]
[ROW][C]20[/C][C]-0.069109[/C][C]-0.6334[/C][C]0.264098[/C][/ROW]
[ROW][C]21[/C][C]-0.104835[/C][C]-0.9608[/C][C]0.169697[/C][/ROW]
[ROW][C]22[/C][C]0.039925[/C][C]0.3659[/C][C]0.357672[/C][/ROW]
[ROW][C]23[/C][C]0.033823[/C][C]0.31[/C][C]0.378668[/C][/ROW]
[ROW][C]24[/C][C]-0.13921[/C][C]-1.2759[/C][C]0.102757[/C][/ROW]
[ROW][C]25[/C][C]0.008096[/C][C]0.0742[/C][C]0.470512[/C][/ROW]
[ROW][C]26[/C][C]0.024295[/C][C]0.2227[/C][C]0.412167[/C][/ROW]
[ROW][C]27[/C][C]-0.105725[/C][C]-0.969[/C][C]0.167667[/C][/ROW]
[ROW][C]28[/C][C]-0.046544[/C][C]-0.4266[/C][C]0.335386[/C][/ROW]
[ROW][C]29[/C][C]-0.010112[/C][C]-0.0927[/C][C]0.463188[/C][/ROW]
[ROW][C]30[/C][C]-0.1356[/C][C]-1.2428[/C][C]0.1087[/C][/ROW]
[ROW][C]31[/C][C]0.144069[/C][C]1.3204[/C][C]0.095142[/C][/ROW]
[ROW][C]32[/C][C]-0.116853[/C][C]-1.071[/C][C]0.143623[/C][/ROW]
[ROW][C]33[/C][C]0.009428[/C][C]0.0864[/C][C]0.465672[/C][/ROW]
[ROW][C]34[/C][C]0.061033[/C][C]0.5594[/C][C]0.288697[/C][/ROW]
[ROW][C]35[/C][C]-0.00553[/C][C]-0.0507[/C][C]0.479851[/C][/ROW]
[ROW][C]36[/C][C]0.111512[/C][C]1.022[/C][C]0.154851[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36596&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36596&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	0.824167	7.5536	0
2	0.187526	1.7187	0.044676
3	0.413115	3.7863	0.000143
4	-0.149056	-1.3661	0.087774
5	0.395	3.6202	0.000251
6	0.231799	2.1245	0.018285
7	-0.293977	-2.6943	0.004258
8	-0.113755	-1.0426	0.150067
9	0.012025	0.1102	0.456254
10	-0.260266	-2.3854	0.009656
11	0.275653	2.5264	0.0067
12	0.165037	1.5126	0.067069
13	-0.304274	-2.7887	0.003272
14	-0.177983	-1.6312	0.053292
15	0.059601	0.5463	0.293169
16	0.043458	0.3983	0.34571
17	-0.009935	-0.0911	0.463834
18	-0.07294	-0.6685	0.252822
19	-0.034919	-0.32	0.374866
20	-0.069109	-0.6334	0.264098
21	-0.104835	-0.9608	0.169697
22	0.039925	0.3659	0.357672
23	0.033823	0.31	0.378668
24	-0.13921	-1.2759	0.102757
25	0.008096	0.0742	0.470512
26	0.024295	0.2227	0.412167
27	-0.105725	-0.969	0.167667
28	-0.046544	-0.4266	0.335386
29	-0.010112	-0.0927	0.463188
30	-0.1356	-1.2428	0.1087
31	0.144069	1.3204	0.095142
32	-0.116853	-1.071	0.143623
33	0.009428	0.0864	0.465672
34	0.061033	0.5594	0.288697
35	-0.00553	-0.0507	0.479851
36	0.111512	1.022	0.154851

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