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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 08:11:07 -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/t12301314949pl7sep2vwrex9b.htm/, Retrieved Sun, 19 May 2024 08:51:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36608, Retrieved Sun, 19 May 2024 08:51:24 +0000

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User-defined keywords

Estimated Impact

161

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  [Spectral Analysis] [Identification an...] [2008-12-09 22:16:59] [1a689e9ccc515e1757f0522229a687e9]
-   PD    [Spectral Analysis] [Paper Cumulative ...] [2008-12-24 14:53:47] [1a689e9ccc515e1757f0522229a687e9]
-           [Spectral Analysis] [Paper Cumulative ...] [2008-12-24 14:58:31] [1a689e9ccc515e1757f0522229a687e9]
-             [Spectral Analysis] [Paper Cumulative ...] [2008-12-24 15:01:23] [1a689e9ccc515e1757f0522229a687e9]
- RM D          [Variance Reduction Matrix] [Paper Variance Re...] [2008-12-24 15:08:19] [1a689e9ccc515e1757f0522229a687e9]
- RM D              [(Partial) Autocorrelation Function] [Paper Autocorrela...] [2008-12-24 15:11:07] [74a138e5b32af267311b5ad4cd13bf7e] [Current]
-                     [(Partial) Autocorrelation Function] [Paper Autocorrela...] [2008-12-24 15:13:57] [1a689e9ccc515e1757f0522229a687e9] 
- RM                    [Spectral Analysis] [Paper Cumulative ...] [2008-12-24 15:16:17] [1a689e9ccc515e1757f0522229a687e9] 
-                         [Spectral Analysis] [Paper Cumulative ...] [2008-12-24 15:19:40] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36608&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36608&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36608&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.801357	7.3446	0
2	0.69966	6.4125	0
3	0.753579	6.9067	0
4	0.687625	6.3022	0
5	0.723547	6.6314	0
6	0.799888	7.3311	0
7	0.684367	6.2723	0
8	0.617778	5.662	0
9	0.625532	5.7331	0
10	0.500571	4.5878	8e-06
11	0.554067	5.0781	1e-06
12	0.672038	6.1593	0
13	0.514342	4.714	5e-06
14	0.419333	3.8432	0.000118
15	0.435378	3.9903	7e-05
16	0.359172	3.2919	0.000728
17	0.383864	3.5182	0.000352
18	0.435999	3.996	6.9e-05
19	0.322516	2.9559	0.002023
20	0.264615	2.4252	0.00872
21	0.241453	2.213	0.014807
22	0.124416	1.1403	0.128703
23	0.171162	1.5687	0.060235
24	0.235446	2.1579	0.016895
25	0.115958	1.0628	0.145464
26	0.042186	0.3866	0.350001
27	0.025483	0.2336	0.40795
28	-0.052758	-0.4835	0.314986
29	-0.032919	-0.3017	0.38181
30	-0.005995	-0.0549	0.478155
31	-0.078391	-0.7185	0.237232
32	-0.117145	-1.0737	0.143027
33	-0.163918	-1.5023	0.068381
34	-0.240006	-2.1997	0.015288
35	-0.201985	-1.8512	0.033826
36	-0.150521	-1.3796	0.085693

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.801357 & 7.3446 & 0 \tabularnewline
2 & 0.69966 & 6.4125 & 0 \tabularnewline
3 & 0.753579 & 6.9067 & 0 \tabularnewline
4 & 0.687625 & 6.3022 & 0 \tabularnewline
5 & 0.723547 & 6.6314 & 0 \tabularnewline
6 & 0.799888 & 7.3311 & 0 \tabularnewline
7 & 0.684367 & 6.2723 & 0 \tabularnewline
8 & 0.617778 & 5.662 & 0 \tabularnewline
9 & 0.625532 & 5.7331 & 0 \tabularnewline
10 & 0.500571 & 4.5878 & 8e-06 \tabularnewline
11 & 0.554067 & 5.0781 & 1e-06 \tabularnewline
12 & 0.672038 & 6.1593 & 0 \tabularnewline
13 & 0.514342 & 4.714 & 5e-06 \tabularnewline
14 & 0.419333 & 3.8432 & 0.000118 \tabularnewline
15 & 0.435378 & 3.9903 & 7e-05 \tabularnewline
16 & 0.359172 & 3.2919 & 0.000728 \tabularnewline
17 & 0.383864 & 3.5182 & 0.000352 \tabularnewline
18 & 0.435999 & 3.996 & 6.9e-05 \tabularnewline
19 & 0.322516 & 2.9559 & 0.002023 \tabularnewline
20 & 0.264615 & 2.4252 & 0.00872 \tabularnewline
21 & 0.241453 & 2.213 & 0.014807 \tabularnewline
22 & 0.124416 & 1.1403 & 0.128703 \tabularnewline
23 & 0.171162 & 1.5687 & 0.060235 \tabularnewline
24 & 0.235446 & 2.1579 & 0.016895 \tabularnewline
25 & 0.115958 & 1.0628 & 0.145464 \tabularnewline
26 & 0.042186 & 0.3866 & 0.350001 \tabularnewline
27 & 0.025483 & 0.2336 & 0.40795 \tabularnewline
28 & -0.052758 & -0.4835 & 0.314986 \tabularnewline
29 & -0.032919 & -0.3017 & 0.38181 \tabularnewline
30 & -0.005995 & -0.0549 & 0.478155 \tabularnewline
31 & -0.078391 & -0.7185 & 0.237232 \tabularnewline
32 & -0.117145 & -1.0737 & 0.143027 \tabularnewline
33 & -0.163918 & -1.5023 & 0.068381 \tabularnewline
34 & -0.240006 & -2.1997 & 0.015288 \tabularnewline
35 & -0.201985 & -1.8512 & 0.033826 \tabularnewline
36 & -0.150521 & -1.3796 & 0.085693 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36608&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]0.801357[/C][C]7.3446[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.69966[/C][C]6.4125[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.753579[/C][C]6.9067[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.687625[/C][C]6.3022[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.723547[/C][C]6.6314[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.799888[/C][C]7.3311[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.684367[/C][C]6.2723[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.617778[/C][C]5.662[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.625532[/C][C]5.7331[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.500571[/C][C]4.5878[/C][C]8e-06[/C][/ROW]
[ROW][C]11[/C][C]0.554067[/C][C]5.0781[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.672038[/C][C]6.1593[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.514342[/C][C]4.714[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]0.419333[/C][C]3.8432[/C][C]0.000118[/C][/ROW]
[ROW][C]15[/C][C]0.435378[/C][C]3.9903[/C][C]7e-05[/C][/ROW]
[ROW][C]16[/C][C]0.359172[/C][C]3.2919[/C][C]0.000728[/C][/ROW]
[ROW][C]17[/C][C]0.383864[/C][C]3.5182[/C][C]0.000352[/C][/ROW]
[ROW][C]18[/C][C]0.435999[/C][C]3.996[/C][C]6.9e-05[/C][/ROW]
[ROW][C]19[/C][C]0.322516[/C][C]2.9559[/C][C]0.002023[/C][/ROW]
[ROW][C]20[/C][C]0.264615[/C][C]2.4252[/C][C]0.00872[/C][/ROW]
[ROW][C]21[/C][C]0.241453[/C][C]2.213[/C][C]0.014807[/C][/ROW]
[ROW][C]22[/C][C]0.124416[/C][C]1.1403[/C][C]0.128703[/C][/ROW]
[ROW][C]23[/C][C]0.171162[/C][C]1.5687[/C][C]0.060235[/C][/ROW]
[ROW][C]24[/C][C]0.235446[/C][C]2.1579[/C][C]0.016895[/C][/ROW]
[ROW][C]25[/C][C]0.115958[/C][C]1.0628[/C][C]0.145464[/C][/ROW]
[ROW][C]26[/C][C]0.042186[/C][C]0.3866[/C][C]0.350001[/C][/ROW]
[ROW][C]27[/C][C]0.025483[/C][C]0.2336[/C][C]0.40795[/C][/ROW]
[ROW][C]28[/C][C]-0.052758[/C][C]-0.4835[/C][C]0.314986[/C][/ROW]
[ROW][C]29[/C][C]-0.032919[/C][C]-0.3017[/C][C]0.38181[/C][/ROW]
[ROW][C]30[/C][C]-0.005995[/C][C]-0.0549[/C][C]0.478155[/C][/ROW]
[ROW][C]31[/C][C]-0.078391[/C][C]-0.7185[/C][C]0.237232[/C][/ROW]
[ROW][C]32[/C][C]-0.117145[/C][C]-1.0737[/C][C]0.143027[/C][/ROW]
[ROW][C]33[/C][C]-0.163918[/C][C]-1.5023[/C][C]0.068381[/C][/ROW]
[ROW][C]34[/C][C]-0.240006[/C][C]-2.1997[/C][C]0.015288[/C][/ROW]
[ROW][C]35[/C][C]-0.201985[/C][C]-1.8512[/C][C]0.033826[/C][/ROW]
[ROW][C]36[/C][C]-0.150521[/C][C]-1.3796[/C][C]0.085693[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36608&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36608&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	0.801357	7.3446	0
2	0.69966	6.4125	0
3	0.753579	6.9067	0
4	0.687625	6.3022	0
5	0.723547	6.6314	0
6	0.799888	7.3311	0
7	0.684367	6.2723	0
8	0.617778	5.662	0
9	0.625532	5.7331	0
10	0.500571	4.5878	8e-06
11	0.554067	5.0781	1e-06
12	0.672038	6.1593	0
13	0.514342	4.714	5e-06
14	0.419333	3.8432	0.000118
15	0.435378	3.9903	7e-05
16	0.359172	3.2919	0.000728
17	0.383864	3.5182	0.000352
18	0.435999	3.996	6.9e-05
19	0.322516	2.9559	0.002023
20	0.264615	2.4252	0.00872
21	0.241453	2.213	0.014807
22	0.124416	1.1403	0.128703
23	0.171162	1.5687	0.060235
24	0.235446	2.1579	0.016895
25	0.115958	1.0628	0.145464
26	0.042186	0.3866	0.350001
27	0.025483	0.2336	0.40795
28	-0.052758	-0.4835	0.314986
29	-0.032919	-0.3017	0.38181
30	-0.005995	-0.0549	0.478155
31	-0.078391	-0.7185	0.237232
32	-0.117145	-1.0737	0.143027
33	-0.163918	-1.5023	0.068381
34	-0.240006	-2.1997	0.015288
35	-0.201985	-1.8512	0.033826
36	-0.150521	-1.3796	0.085693

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.801357	7.3446	0
2	0.160657	1.4724	0.072319
3	0.44245	4.0551	5.6e-05
4	-0.087119	-0.7985	0.213427
5	0.428377	3.9261	8.8e-05
6	0.204414	1.8735	0.03224
7	-0.162327	-1.4877	0.070281
8	-0.092648	-0.8491	0.199111
9	-0.121109	-1.11	0.135087
10	-0.401166	-3.6767	0.000208
11	0.278223	2.55	0.006295
12	0.211293	1.9365	0.028082
13	-0.289043	-2.6491	0.00482
14	-0.163173	-1.4955	0.069265
15	0.013026	0.1194	0.452626
16	0.067677	0.6203	0.268379
17	0.014587	0.1337	0.446982
18	-0.077876	-0.7137	0.238681
19	-0.017285	-0.1584	0.437253
20	-0.098633	-0.904	0.184294
21	-0.11903	-1.0909	0.139213
22	-0.001509	-0.0138	0.494498
23	0.054617	0.5006	0.30899
24	-0.168082	-1.5405	0.063599
25	0.033978	0.3114	0.37813
26	-0.029173	-0.2674	0.394918
27	0.012119	0.1111	0.455913
28	-0.064843	-0.5943	0.276955
29	-0.020584	-0.1887	0.425408
30	-0.077457	-0.7099	0.239866
31	0.138273	1.2673	0.104276
32	-0.1147	-1.0512	0.148081
33	0.003713	0.034	0.486466
34	0.033964	0.3113	0.378179
35	-0.040745	-0.3734	0.354885
36	0.06373	0.5841	0.280362

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.801357 & 7.3446 & 0 \tabularnewline
2 & 0.160657 & 1.4724 & 0.072319 \tabularnewline
3 & 0.44245 & 4.0551 & 5.6e-05 \tabularnewline
4 & -0.087119 & -0.7985 & 0.213427 \tabularnewline
5 & 0.428377 & 3.9261 & 8.8e-05 \tabularnewline
6 & 0.204414 & 1.8735 & 0.03224 \tabularnewline
7 & -0.162327 & -1.4877 & 0.070281 \tabularnewline
8 & -0.092648 & -0.8491 & 0.199111 \tabularnewline
9 & -0.121109 & -1.11 & 0.135087 \tabularnewline
10 & -0.401166 & -3.6767 & 0.000208 \tabularnewline
11 & 0.278223 & 2.55 & 0.006295 \tabularnewline
12 & 0.211293 & 1.9365 & 0.028082 \tabularnewline
13 & -0.289043 & -2.6491 & 0.00482 \tabularnewline
14 & -0.163173 & -1.4955 & 0.069265 \tabularnewline
15 & 0.013026 & 0.1194 & 0.452626 \tabularnewline
16 & 0.067677 & 0.6203 & 0.268379 \tabularnewline
17 & 0.014587 & 0.1337 & 0.446982 \tabularnewline
18 & -0.077876 & -0.7137 & 0.238681 \tabularnewline
19 & -0.017285 & -0.1584 & 0.437253 \tabularnewline
20 & -0.098633 & -0.904 & 0.184294 \tabularnewline
21 & -0.11903 & -1.0909 & 0.139213 \tabularnewline
22 & -0.001509 & -0.0138 & 0.494498 \tabularnewline
23 & 0.054617 & 0.5006 & 0.30899 \tabularnewline
24 & -0.168082 & -1.5405 & 0.063599 \tabularnewline
25 & 0.033978 & 0.3114 & 0.37813 \tabularnewline
26 & -0.029173 & -0.2674 & 0.394918 \tabularnewline
27 & 0.012119 & 0.1111 & 0.455913 \tabularnewline
28 & -0.064843 & -0.5943 & 0.276955 \tabularnewline
29 & -0.020584 & -0.1887 & 0.425408 \tabularnewline
30 & -0.077457 & -0.7099 & 0.239866 \tabularnewline
31 & 0.138273 & 1.2673 & 0.104276 \tabularnewline
32 & -0.1147 & -1.0512 & 0.148081 \tabularnewline
33 & 0.003713 & 0.034 & 0.486466 \tabularnewline
34 & 0.033964 & 0.3113 & 0.378179 \tabularnewline
35 & -0.040745 & -0.3734 & 0.354885 \tabularnewline
36 & 0.06373 & 0.5841 & 0.280362 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36608&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]0.801357[/C][C]7.3446[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.160657[/C][C]1.4724[/C][C]0.072319[/C][/ROW]
[ROW][C]3[/C][C]0.44245[/C][C]4.0551[/C][C]5.6e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.087119[/C][C]-0.7985[/C][C]0.213427[/C][/ROW]
[ROW][C]5[/C][C]0.428377[/C][C]3.9261[/C][C]8.8e-05[/C][/ROW]
[ROW][C]6[/C][C]0.204414[/C][C]1.8735[/C][C]0.03224[/C][/ROW]
[ROW][C]7[/C][C]-0.162327[/C][C]-1.4877[/C][C]0.070281[/C][/ROW]
[ROW][C]8[/C][C]-0.092648[/C][C]-0.8491[/C][C]0.199111[/C][/ROW]
[ROW][C]9[/C][C]-0.121109[/C][C]-1.11[/C][C]0.135087[/C][/ROW]
[ROW][C]10[/C][C]-0.401166[/C][C]-3.6767[/C][C]0.000208[/C][/ROW]
[ROW][C]11[/C][C]0.278223[/C][C]2.55[/C][C]0.006295[/C][/ROW]
[ROW][C]12[/C][C]0.211293[/C][C]1.9365[/C][C]0.028082[/C][/ROW]
[ROW][C]13[/C][C]-0.289043[/C][C]-2.6491[/C][C]0.00482[/C][/ROW]
[ROW][C]14[/C][C]-0.163173[/C][C]-1.4955[/C][C]0.069265[/C][/ROW]
[ROW][C]15[/C][C]0.013026[/C][C]0.1194[/C][C]0.452626[/C][/ROW]
[ROW][C]16[/C][C]0.067677[/C][C]0.6203[/C][C]0.268379[/C][/ROW]
[ROW][C]17[/C][C]0.014587[/C][C]0.1337[/C][C]0.446982[/C][/ROW]
[ROW][C]18[/C][C]-0.077876[/C][C]-0.7137[/C][C]0.238681[/C][/ROW]
[ROW][C]19[/C][C]-0.017285[/C][C]-0.1584[/C][C]0.437253[/C][/ROW]
[ROW][C]20[/C][C]-0.098633[/C][C]-0.904[/C][C]0.184294[/C][/ROW]
[ROW][C]21[/C][C]-0.11903[/C][C]-1.0909[/C][C]0.139213[/C][/ROW]
[ROW][C]22[/C][C]-0.001509[/C][C]-0.0138[/C][C]0.494498[/C][/ROW]
[ROW][C]23[/C][C]0.054617[/C][C]0.5006[/C][C]0.30899[/C][/ROW]
[ROW][C]24[/C][C]-0.168082[/C][C]-1.5405[/C][C]0.063599[/C][/ROW]
[ROW][C]25[/C][C]0.033978[/C][C]0.3114[/C][C]0.37813[/C][/ROW]
[ROW][C]26[/C][C]-0.029173[/C][C]-0.2674[/C][C]0.394918[/C][/ROW]
[ROW][C]27[/C][C]0.012119[/C][C]0.1111[/C][C]0.455913[/C][/ROW]
[ROW][C]28[/C][C]-0.064843[/C][C]-0.5943[/C][C]0.276955[/C][/ROW]
[ROW][C]29[/C][C]-0.020584[/C][C]-0.1887[/C][C]0.425408[/C][/ROW]
[ROW][C]30[/C][C]-0.077457[/C][C]-0.7099[/C][C]0.239866[/C][/ROW]
[ROW][C]31[/C][C]0.138273[/C][C]1.2673[/C][C]0.104276[/C][/ROW]
[ROW][C]32[/C][C]-0.1147[/C][C]-1.0512[/C][C]0.148081[/C][/ROW]
[ROW][C]33[/C][C]0.003713[/C][C]0.034[/C][C]0.486466[/C][/ROW]
[ROW][C]34[/C][C]0.033964[/C][C]0.3113[/C][C]0.378179[/C][/ROW]
[ROW][C]35[/C][C]-0.040745[/C][C]-0.3734[/C][C]0.354885[/C][/ROW]
[ROW][C]36[/C][C]0.06373[/C][C]0.5841[/C][C]0.280362[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36608&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36608&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	0.801357	7.3446	0
2	0.160657	1.4724	0.072319
3	0.44245	4.0551	5.6e-05
4	-0.087119	-0.7985	0.213427
5	0.428377	3.9261	8.8e-05
6	0.204414	1.8735	0.03224
7	-0.162327	-1.4877	0.070281
8	-0.092648	-0.8491	0.199111
9	-0.121109	-1.11	0.135087
10	-0.401166	-3.6767	0.000208
11	0.278223	2.55	0.006295
12	0.211293	1.9365	0.028082
13	-0.289043	-2.6491	0.00482
14	-0.163173	-1.4955	0.069265
15	0.013026	0.1194	0.452626
16	0.067677	0.6203	0.268379
17	0.014587	0.1337	0.446982
18	-0.077876	-0.7137	0.238681
19	-0.017285	-0.1584	0.437253
20	-0.098633	-0.904	0.184294
21	-0.11903	-1.0909	0.139213
22	-0.001509	-0.0138	0.494498
23	0.054617	0.5006	0.30899
24	-0.168082	-1.5405	0.063599
25	0.033978	0.3114	0.37813
26	-0.029173	-0.2674	0.394918
27	0.012119	0.1111	0.455913
28	-0.064843	-0.5943	0.276955
29	-0.020584	-0.1887	0.425408
30	-0.077457	-0.7099	0.239866
31	0.138273	1.2673	0.104276
32	-0.1147	-1.0512	0.148081
33	0.003713	0.034	0.486466
34	0.033964	0.3113	0.378179
35	-0.040745	-0.3734	0.354885
36	0.06373	0.5841	0.280362

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 = 1 ; 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