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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 28 Nov 2008 03:15:39 -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/Nov/28/t1227867385usmd3hv9vl6bdi6.htm/, Retrieved Sun, 19 May 2024 09:18:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25981, Retrieved Sun, 19 May 2024 09:18:04 +0000

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Original text written by user:

d=1 D=0

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

222

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:40:39] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Random Walk Simul...] [2008-11-27 19:45:04] [58bf45a666dc5198906262e8815a9722]
F RMPD    [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-11-27 22:08:29] [58bf45a666dc5198906262e8815a9722]
- RMP       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-11-27 22:25:58] [58bf45a666dc5198906262e8815a9722]
F   P           [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-11-28 10:15:39] [63db34dadd44fb018112addcdefe949f] [Current]

Feedback Forum

2008-12-04 15:32:02 [Matthieu Blondeau] [reply] 
Men moet de 'd' en 'D' veranderen om zo de reeks stationair te maken. Dit is correct.

Post a new message

Dataseries X:

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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=25981&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=25981&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25981&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	-0.383753	-2.9477	0.00229
2	-0.306943	-2.3577	0.010863
3	0.195122	1.4988	0.069634
4	0.011851	0.091	0.463888
5	-0.12223	-0.9389	0.175814
6	0.274409	2.1078	0.019654
7	-0.255243	-1.9606	0.027329
8	0.112908	0.8673	0.194655
9	0.123688	0.9501	0.172978
10	-0.28629	-2.199	0.015904
11	-0.129866	-0.9975	0.161293
12	0.558295	4.2883	3.4e-05
13	-0.219713	-1.6876	0.04838
14	-0.146847	-1.128	0.131952
15	0.052557	0.4037	0.343949
16	0.007227	0.0555	0.47796
17	-0.032591	-0.2503	0.401598
18	0.143139	1.0995	0.138014
19	-0.145357	-1.1165	0.134366
20	0.09546	0.7332	0.233156
21	0.028872	0.2218	0.412629
22	-0.224193	-1.7221	0.045149
23	0.064036	0.4919	0.312317
24	0.236899	1.8197	0.036943
25	-0.122021	-0.9373	0.176222
26	-0.038876	-0.2986	0.383141
27	-0.053033	-0.4074	0.342611
28	0.082736	0.6355	0.263777
29	-0.017519	-0.1346	0.446706
30	-0.002287	-0.0176	0.493021
31	-0.022869	-0.1757	0.430582
32	0.08658	0.665	0.254311
33	-0.044039	-0.3383	0.36818
34	-0.102255	-0.7854	0.217671
35	-0.004269	-0.0328	0.486976
36	0.187394	1.4394	0.077661

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.383753 & -2.9477 & 0.00229 \tabularnewline
2 & -0.306943 & -2.3577 & 0.010863 \tabularnewline
3 & 0.195122 & 1.4988 & 0.069634 \tabularnewline
4 & 0.011851 & 0.091 & 0.463888 \tabularnewline
5 & -0.12223 & -0.9389 & 0.175814 \tabularnewline
6 & 0.274409 & 2.1078 & 0.019654 \tabularnewline
7 & -0.255243 & -1.9606 & 0.027329 \tabularnewline
8 & 0.112908 & 0.8673 & 0.194655 \tabularnewline
9 & 0.123688 & 0.9501 & 0.172978 \tabularnewline
10 & -0.28629 & -2.199 & 0.015904 \tabularnewline
11 & -0.129866 & -0.9975 & 0.161293 \tabularnewline
12 & 0.558295 & 4.2883 & 3.4e-05 \tabularnewline
13 & -0.219713 & -1.6876 & 0.04838 \tabularnewline
14 & -0.146847 & -1.128 & 0.131952 \tabularnewline
15 & 0.052557 & 0.4037 & 0.343949 \tabularnewline
16 & 0.007227 & 0.0555 & 0.47796 \tabularnewline
17 & -0.032591 & -0.2503 & 0.401598 \tabularnewline
18 & 0.143139 & 1.0995 & 0.138014 \tabularnewline
19 & -0.145357 & -1.1165 & 0.134366 \tabularnewline
20 & 0.09546 & 0.7332 & 0.233156 \tabularnewline
21 & 0.028872 & 0.2218 & 0.412629 \tabularnewline
22 & -0.224193 & -1.7221 & 0.045149 \tabularnewline
23 & 0.064036 & 0.4919 & 0.312317 \tabularnewline
24 & 0.236899 & 1.8197 & 0.036943 \tabularnewline
25 & -0.122021 & -0.9373 & 0.176222 \tabularnewline
26 & -0.038876 & -0.2986 & 0.383141 \tabularnewline
27 & -0.053033 & -0.4074 & 0.342611 \tabularnewline
28 & 0.082736 & 0.6355 & 0.263777 \tabularnewline
29 & -0.017519 & -0.1346 & 0.446706 \tabularnewline
30 & -0.002287 & -0.0176 & 0.493021 \tabularnewline
31 & -0.022869 & -0.1757 & 0.430582 \tabularnewline
32 & 0.08658 & 0.665 & 0.254311 \tabularnewline
33 & -0.044039 & -0.3383 & 0.36818 \tabularnewline
34 & -0.102255 & -0.7854 & 0.217671 \tabularnewline
35 & -0.004269 & -0.0328 & 0.486976 \tabularnewline
36 & 0.187394 & 1.4394 & 0.077661 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25981&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]-0.383753[/C][C]-2.9477[/C][C]0.00229[/C][/ROW]
[ROW][C]2[/C][C]-0.306943[/C][C]-2.3577[/C][C]0.010863[/C][/ROW]
[ROW][C]3[/C][C]0.195122[/C][C]1.4988[/C][C]0.069634[/C][/ROW]
[ROW][C]4[/C][C]0.011851[/C][C]0.091[/C][C]0.463888[/C][/ROW]
[ROW][C]5[/C][C]-0.12223[/C][C]-0.9389[/C][C]0.175814[/C][/ROW]
[ROW][C]6[/C][C]0.274409[/C][C]2.1078[/C][C]0.019654[/C][/ROW]
[ROW][C]7[/C][C]-0.255243[/C][C]-1.9606[/C][C]0.027329[/C][/ROW]
[ROW][C]8[/C][C]0.112908[/C][C]0.8673[/C][C]0.194655[/C][/ROW]
[ROW][C]9[/C][C]0.123688[/C][C]0.9501[/C][C]0.172978[/C][/ROW]
[ROW][C]10[/C][C]-0.28629[/C][C]-2.199[/C][C]0.015904[/C][/ROW]
[ROW][C]11[/C][C]-0.129866[/C][C]-0.9975[/C][C]0.161293[/C][/ROW]
[ROW][C]12[/C][C]0.558295[/C][C]4.2883[/C][C]3.4e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.219713[/C][C]-1.6876[/C][C]0.04838[/C][/ROW]
[ROW][C]14[/C][C]-0.146847[/C][C]-1.128[/C][C]0.131952[/C][/ROW]
[ROW][C]15[/C][C]0.052557[/C][C]0.4037[/C][C]0.343949[/C][/ROW]
[ROW][C]16[/C][C]0.007227[/C][C]0.0555[/C][C]0.47796[/C][/ROW]
[ROW][C]17[/C][C]-0.032591[/C][C]-0.2503[/C][C]0.401598[/C][/ROW]
[ROW][C]18[/C][C]0.143139[/C][C]1.0995[/C][C]0.138014[/C][/ROW]
[ROW][C]19[/C][C]-0.145357[/C][C]-1.1165[/C][C]0.134366[/C][/ROW]
[ROW][C]20[/C][C]0.09546[/C][C]0.7332[/C][C]0.233156[/C][/ROW]
[ROW][C]21[/C][C]0.028872[/C][C]0.2218[/C][C]0.412629[/C][/ROW]
[ROW][C]22[/C][C]-0.224193[/C][C]-1.7221[/C][C]0.045149[/C][/ROW]
[ROW][C]23[/C][C]0.064036[/C][C]0.4919[/C][C]0.312317[/C][/ROW]
[ROW][C]24[/C][C]0.236899[/C][C]1.8197[/C][C]0.036943[/C][/ROW]
[ROW][C]25[/C][C]-0.122021[/C][C]-0.9373[/C][C]0.176222[/C][/ROW]
[ROW][C]26[/C][C]-0.038876[/C][C]-0.2986[/C][C]0.383141[/C][/ROW]
[ROW][C]27[/C][C]-0.053033[/C][C]-0.4074[/C][C]0.342611[/C][/ROW]
[ROW][C]28[/C][C]0.082736[/C][C]0.6355[/C][C]0.263777[/C][/ROW]
[ROW][C]29[/C][C]-0.017519[/C][C]-0.1346[/C][C]0.446706[/C][/ROW]
[ROW][C]30[/C][C]-0.002287[/C][C]-0.0176[/C][C]0.493021[/C][/ROW]
[ROW][C]31[/C][C]-0.022869[/C][C]-0.1757[/C][C]0.430582[/C][/ROW]
[ROW][C]32[/C][C]0.08658[/C][C]0.665[/C][C]0.254311[/C][/ROW]
[ROW][C]33[/C][C]-0.044039[/C][C]-0.3383[/C][C]0.36818[/C][/ROW]
[ROW][C]34[/C][C]-0.102255[/C][C]-0.7854[/C][C]0.217671[/C][/ROW]
[ROW][C]35[/C][C]-0.004269[/C][C]-0.0328[/C][C]0.486976[/C][/ROW]
[ROW][C]36[/C][C]0.187394[/C][C]1.4394[/C][C]0.077661[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25981&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25981&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	-0.383753	-2.9477	0.00229
2	-0.306943	-2.3577	0.010863
3	0.195122	1.4988	0.069634
4	0.011851	0.091	0.463888
5	-0.12223	-0.9389	0.175814
6	0.274409	2.1078	0.019654
7	-0.255243	-1.9606	0.027329
8	0.112908	0.8673	0.194655
9	0.123688	0.9501	0.172978
10	-0.28629	-2.199	0.015904
11	-0.129866	-0.9975	0.161293
12	0.558295	4.2883	3.4e-05
13	-0.219713	-1.6876	0.04838
14	-0.146847	-1.128	0.131952
15	0.052557	0.4037	0.343949
16	0.007227	0.0555	0.47796
17	-0.032591	-0.2503	0.401598
18	0.143139	1.0995	0.138014
19	-0.145357	-1.1165	0.134366
20	0.09546	0.7332	0.233156
21	0.028872	0.2218	0.412629
22	-0.224193	-1.7221	0.045149
23	0.064036	0.4919	0.312317
24	0.236899	1.8197	0.036943
25	-0.122021	-0.9373	0.176222
26	-0.038876	-0.2986	0.383141
27	-0.053033	-0.4074	0.342611
28	0.082736	0.6355	0.263777
29	-0.017519	-0.1346	0.446706
30	-0.002287	-0.0176	0.493021
31	-0.022869	-0.1757	0.430582
32	0.08658	0.665	0.254311
33	-0.044039	-0.3383	0.36818
34	-0.102255	-0.7854	0.217671
35	-0.004269	-0.0328	0.486976
36	0.187394	1.4394	0.077661

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.383753	-2.9477	0.00229
2	-0.532651	-4.0914	6.6e-05
3	-0.310767	-2.387	0.010104
4	-0.326093	-2.5048	0.007518
5	-0.452098	-3.4726	0.000486
6	-0.086271	-0.6627	0.255065
7	-0.385609	-2.9619	0.0022
8	-0.031998	-0.2458	0.403352
9	0.233411	1.7929	0.039061
10	0.105857	0.8131	0.209714
11	-0.414097	-3.1807	0.001171
12	-0.138175	-1.0613	0.146429
13	-0.122809	-0.9433	0.174684
14	0.034419	0.2644	0.396205
15	0.04237	0.3254	0.372997
16	0.158413	1.2168	0.114264
17	0.124217	0.9541	0.171957
18	-0.028473	-0.2187	0.413817
19	-0.022957	-0.1763	0.430315
20	-0.059079	-0.4538	0.32582
21	-0.064661	-0.4967	0.310634
22	-0.234789	-1.8034	0.038212
23	-0.00817	-0.0628	0.475086
24	-0.060786	-0.4669	0.321143
25	-0.010847	-0.0833	0.466941
26	0.015708	0.1207	0.452188
27	-0.130022	-0.9987	0.161005
28	0.065301	0.5016	0.308912
29	0.01066	0.0819	0.467511
30	0.079074	0.6074	0.272966
31	-0.004317	-0.0332	0.48683
32	-0.056807	-0.4363	0.33209
33	-0.053634	-0.412	0.340927
34	-0.0184	-0.1413	0.444043
35	-0.179723	-1.3805	0.086323
36	-0.09451	-0.7259	0.235372

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.383753 & -2.9477 & 0.00229 \tabularnewline
2 & -0.532651 & -4.0914 & 6.6e-05 \tabularnewline
3 & -0.310767 & -2.387 & 0.010104 \tabularnewline
4 & -0.326093 & -2.5048 & 0.007518 \tabularnewline
5 & -0.452098 & -3.4726 & 0.000486 \tabularnewline
6 & -0.086271 & -0.6627 & 0.255065 \tabularnewline
7 & -0.385609 & -2.9619 & 0.0022 \tabularnewline
8 & -0.031998 & -0.2458 & 0.403352 \tabularnewline
9 & 0.233411 & 1.7929 & 0.039061 \tabularnewline
10 & 0.105857 & 0.8131 & 0.209714 \tabularnewline
11 & -0.414097 & -3.1807 & 0.001171 \tabularnewline
12 & -0.138175 & -1.0613 & 0.146429 \tabularnewline
13 & -0.122809 & -0.9433 & 0.174684 \tabularnewline
14 & 0.034419 & 0.2644 & 0.396205 \tabularnewline
15 & 0.04237 & 0.3254 & 0.372997 \tabularnewline
16 & 0.158413 & 1.2168 & 0.114264 \tabularnewline
17 & 0.124217 & 0.9541 & 0.171957 \tabularnewline
18 & -0.028473 & -0.2187 & 0.413817 \tabularnewline
19 & -0.022957 & -0.1763 & 0.430315 \tabularnewline
20 & -0.059079 & -0.4538 & 0.32582 \tabularnewline
21 & -0.064661 & -0.4967 & 0.310634 \tabularnewline
22 & -0.234789 & -1.8034 & 0.038212 \tabularnewline
23 & -0.00817 & -0.0628 & 0.475086 \tabularnewline
24 & -0.060786 & -0.4669 & 0.321143 \tabularnewline
25 & -0.010847 & -0.0833 & 0.466941 \tabularnewline
26 & 0.015708 & 0.1207 & 0.452188 \tabularnewline
27 & -0.130022 & -0.9987 & 0.161005 \tabularnewline
28 & 0.065301 & 0.5016 & 0.308912 \tabularnewline
29 & 0.01066 & 0.0819 & 0.467511 \tabularnewline
30 & 0.079074 & 0.6074 & 0.272966 \tabularnewline
31 & -0.004317 & -0.0332 & 0.48683 \tabularnewline
32 & -0.056807 & -0.4363 & 0.33209 \tabularnewline
33 & -0.053634 & -0.412 & 0.340927 \tabularnewline
34 & -0.0184 & -0.1413 & 0.444043 \tabularnewline
35 & -0.179723 & -1.3805 & 0.086323 \tabularnewline
36 & -0.09451 & -0.7259 & 0.235372 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25981&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]-0.383753[/C][C]-2.9477[/C][C]0.00229[/C][/ROW]
[ROW][C]2[/C][C]-0.532651[/C][C]-4.0914[/C][C]6.6e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.310767[/C][C]-2.387[/C][C]0.010104[/C][/ROW]
[ROW][C]4[/C][C]-0.326093[/C][C]-2.5048[/C][C]0.007518[/C][/ROW]
[ROW][C]5[/C][C]-0.452098[/C][C]-3.4726[/C][C]0.000486[/C][/ROW]
[ROW][C]6[/C][C]-0.086271[/C][C]-0.6627[/C][C]0.255065[/C][/ROW]
[ROW][C]7[/C][C]-0.385609[/C][C]-2.9619[/C][C]0.0022[/C][/ROW]
[ROW][C]8[/C][C]-0.031998[/C][C]-0.2458[/C][C]0.403352[/C][/ROW]
[ROW][C]9[/C][C]0.233411[/C][C]1.7929[/C][C]0.039061[/C][/ROW]
[ROW][C]10[/C][C]0.105857[/C][C]0.8131[/C][C]0.209714[/C][/ROW]
[ROW][C]11[/C][C]-0.414097[/C][C]-3.1807[/C][C]0.001171[/C][/ROW]
[ROW][C]12[/C][C]-0.138175[/C][C]-1.0613[/C][C]0.146429[/C][/ROW]
[ROW][C]13[/C][C]-0.122809[/C][C]-0.9433[/C][C]0.174684[/C][/ROW]
[ROW][C]14[/C][C]0.034419[/C][C]0.2644[/C][C]0.396205[/C][/ROW]
[ROW][C]15[/C][C]0.04237[/C][C]0.3254[/C][C]0.372997[/C][/ROW]
[ROW][C]16[/C][C]0.158413[/C][C]1.2168[/C][C]0.114264[/C][/ROW]
[ROW][C]17[/C][C]0.124217[/C][C]0.9541[/C][C]0.171957[/C][/ROW]
[ROW][C]18[/C][C]-0.028473[/C][C]-0.2187[/C][C]0.413817[/C][/ROW]
[ROW][C]19[/C][C]-0.022957[/C][C]-0.1763[/C][C]0.430315[/C][/ROW]
[ROW][C]20[/C][C]-0.059079[/C][C]-0.4538[/C][C]0.32582[/C][/ROW]
[ROW][C]21[/C][C]-0.064661[/C][C]-0.4967[/C][C]0.310634[/C][/ROW]
[ROW][C]22[/C][C]-0.234789[/C][C]-1.8034[/C][C]0.038212[/C][/ROW]
[ROW][C]23[/C][C]-0.00817[/C][C]-0.0628[/C][C]0.475086[/C][/ROW]
[ROW][C]24[/C][C]-0.060786[/C][C]-0.4669[/C][C]0.321143[/C][/ROW]
[ROW][C]25[/C][C]-0.010847[/C][C]-0.0833[/C][C]0.466941[/C][/ROW]
[ROW][C]26[/C][C]0.015708[/C][C]0.1207[/C][C]0.452188[/C][/ROW]
[ROW][C]27[/C][C]-0.130022[/C][C]-0.9987[/C][C]0.161005[/C][/ROW]
[ROW][C]28[/C][C]0.065301[/C][C]0.5016[/C][C]0.308912[/C][/ROW]
[ROW][C]29[/C][C]0.01066[/C][C]0.0819[/C][C]0.467511[/C][/ROW]
[ROW][C]30[/C][C]0.079074[/C][C]0.6074[/C][C]0.272966[/C][/ROW]
[ROW][C]31[/C][C]-0.004317[/C][C]-0.0332[/C][C]0.48683[/C][/ROW]
[ROW][C]32[/C][C]-0.056807[/C][C]-0.4363[/C][C]0.33209[/C][/ROW]
[ROW][C]33[/C][C]-0.053634[/C][C]-0.412[/C][C]0.340927[/C][/ROW]
[ROW][C]34[/C][C]-0.0184[/C][C]-0.1413[/C][C]0.444043[/C][/ROW]
[ROW][C]35[/C][C]-0.179723[/C][C]-1.3805[/C][C]0.086323[/C][/ROW]
[ROW][C]36[/C][C]-0.09451[/C][C]-0.7259[/C][C]0.235372[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25981&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25981&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	-0.383753	-2.9477	0.00229
2	-0.532651	-4.0914	6.6e-05
3	-0.310767	-2.387	0.010104
4	-0.326093	-2.5048	0.007518
5	-0.452098	-3.4726	0.000486
6	-0.086271	-0.6627	0.255065
7	-0.385609	-2.9619	0.0022
8	-0.031998	-0.2458	0.403352
9	0.233411	1.7929	0.039061
10	0.105857	0.8131	0.209714
11	-0.414097	-3.1807	0.001171
12	-0.138175	-1.0613	0.146429
13	-0.122809	-0.9433	0.174684
14	0.034419	0.2644	0.396205
15	0.04237	0.3254	0.372997
16	0.158413	1.2168	0.114264
17	0.124217	0.9541	0.171957
18	-0.028473	-0.2187	0.413817
19	-0.022957	-0.1763	0.430315
20	-0.059079	-0.4538	0.32582
21	-0.064661	-0.4967	0.310634
22	-0.234789	-1.8034	0.038212
23	-0.00817	-0.0628	0.475086
24	-0.060786	-0.4669	0.321143
25	-0.010847	-0.0833	0.466941
26	0.015708	0.1207	0.452188
27	-0.130022	-0.9987	0.161005
28	0.065301	0.5016	0.308912
29	0.01066	0.0819	0.467511
30	0.079074	0.6074	0.272966
31	-0.004317	-0.0332	0.48683
32	-0.056807	-0.4363	0.33209
33	-0.053634	-0.412	0.340927
34	-0.0184	-0.1413	0.444043
35	-0.179723	-1.3805	0.086323
36	-0.09451	-0.7259	0.235372

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