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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 28 Nov 2008 03:17:42 -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/t12278675147lrnrh1v7afol4u.htm/, Retrieved Sun, 19 May 2024 10:41:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25983, Retrieved Sun, 19 May 2024 10:41:58 +0000

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Original text written by user:

d=0 D=1

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

205

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 10:17:42] [63db34dadd44fb018112addcdefe949f] [Current]

Feedback Forum

2008-12-04 15:32:33 [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=25983&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=25983&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25983&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	-0.189675	-1.3141	0.097527
2	-0.029294	-0.203	0.420014
3	0.327879	2.2716	0.013816
4	-0.043636	-0.3023	0.381856
5	-0.037185	-0.2576	0.398898
6	0.252017	1.746	0.043602
7	-0.169242	-1.1725	0.123383
8	0.053699	0.372	0.355751
9	0.158404	1.0975	0.138959
10	-0.105602	-0.7316	0.233974
11	-0.153831	-1.0658	0.145929
12	0.099013	0.686	0.248013
13	-0.076613	-0.5308	0.299006
14	-0.058723	-0.4068	0.342966
15	0.082578	0.5721	0.284957
16	-0.211854	-1.4678	0.074345
17	0.011941	0.0827	0.467204
18	0.101267	0.7016	0.243158
19	-0.13051	-0.9042	0.185203
20	-0.019777	-0.137	0.445794
21	-0.01456	-0.1009	0.460035
22	-0.140727	-0.975	0.167228
23	0.195134	1.3519	0.091367
24	-0.315645	-2.1868	0.016829
25	-0.047802	-0.3312	0.370975
26	0.116614	0.8079	0.211559
27	-0.096699	-0.6699	0.25305
28	-0.174641	-1.2099	0.116112
29	0.072222	0.5004	0.30955
30	-0.158985	-1.1015	0.13809
31	-0.078773	-0.5458	0.293882
32	0.067559	0.4681	0.320929
33	-0.046314	-0.3209	0.374849
34	-0.079876	-0.5534	0.291279
35	0.095219	0.6597	0.2563
36	-0.022878	-0.1585	0.437362

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.189675 & -1.3141 & 0.097527 \tabularnewline
2 & -0.029294 & -0.203 & 0.420014 \tabularnewline
3 & 0.327879 & 2.2716 & 0.013816 \tabularnewline
4 & -0.043636 & -0.3023 & 0.381856 \tabularnewline
5 & -0.037185 & -0.2576 & 0.398898 \tabularnewline
6 & 0.252017 & 1.746 & 0.043602 \tabularnewline
7 & -0.169242 & -1.1725 & 0.123383 \tabularnewline
8 & 0.053699 & 0.372 & 0.355751 \tabularnewline
9 & 0.158404 & 1.0975 & 0.138959 \tabularnewline
10 & -0.105602 & -0.7316 & 0.233974 \tabularnewline
11 & -0.153831 & -1.0658 & 0.145929 \tabularnewline
12 & 0.099013 & 0.686 & 0.248013 \tabularnewline
13 & -0.076613 & -0.5308 & 0.299006 \tabularnewline
14 & -0.058723 & -0.4068 & 0.342966 \tabularnewline
15 & 0.082578 & 0.5721 & 0.284957 \tabularnewline
16 & -0.211854 & -1.4678 & 0.074345 \tabularnewline
17 & 0.011941 & 0.0827 & 0.467204 \tabularnewline
18 & 0.101267 & 0.7016 & 0.243158 \tabularnewline
19 & -0.13051 & -0.9042 & 0.185203 \tabularnewline
20 & -0.019777 & -0.137 & 0.445794 \tabularnewline
21 & -0.01456 & -0.1009 & 0.460035 \tabularnewline
22 & -0.140727 & -0.975 & 0.167228 \tabularnewline
23 & 0.195134 & 1.3519 & 0.091367 \tabularnewline
24 & -0.315645 & -2.1868 & 0.016829 \tabularnewline
25 & -0.047802 & -0.3312 & 0.370975 \tabularnewline
26 & 0.116614 & 0.8079 & 0.211559 \tabularnewline
27 & -0.096699 & -0.6699 & 0.25305 \tabularnewline
28 & -0.174641 & -1.2099 & 0.116112 \tabularnewline
29 & 0.072222 & 0.5004 & 0.30955 \tabularnewline
30 & -0.158985 & -1.1015 & 0.13809 \tabularnewline
31 & -0.078773 & -0.5458 & 0.293882 \tabularnewline
32 & 0.067559 & 0.4681 & 0.320929 \tabularnewline
33 & -0.046314 & -0.3209 & 0.374849 \tabularnewline
34 & -0.079876 & -0.5534 & 0.291279 \tabularnewline
35 & 0.095219 & 0.6597 & 0.2563 \tabularnewline
36 & -0.022878 & -0.1585 & 0.437362 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25983&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]-0.189675[/C][C]-1.3141[/C][C]0.097527[/C][/ROW]
[ROW][C]2[/C][C]-0.029294[/C][C]-0.203[/C][C]0.420014[/C][/ROW]
[ROW][C]3[/C][C]0.327879[/C][C]2.2716[/C][C]0.013816[/C][/ROW]
[ROW][C]4[/C][C]-0.043636[/C][C]-0.3023[/C][C]0.381856[/C][/ROW]
[ROW][C]5[/C][C]-0.037185[/C][C]-0.2576[/C][C]0.398898[/C][/ROW]
[ROW][C]6[/C][C]0.252017[/C][C]1.746[/C][C]0.043602[/C][/ROW]
[ROW][C]7[/C][C]-0.169242[/C][C]-1.1725[/C][C]0.123383[/C][/ROW]
[ROW][C]8[/C][C]0.053699[/C][C]0.372[/C][C]0.355751[/C][/ROW]
[ROW][C]9[/C][C]0.158404[/C][C]1.0975[/C][C]0.138959[/C][/ROW]
[ROW][C]10[/C][C]-0.105602[/C][C]-0.7316[/C][C]0.233974[/C][/ROW]
[ROW][C]11[/C][C]-0.153831[/C][C]-1.0658[/C][C]0.145929[/C][/ROW]
[ROW][C]12[/C][C]0.099013[/C][C]0.686[/C][C]0.248013[/C][/ROW]
[ROW][C]13[/C][C]-0.076613[/C][C]-0.5308[/C][C]0.299006[/C][/ROW]
[ROW][C]14[/C][C]-0.058723[/C][C]-0.4068[/C][C]0.342966[/C][/ROW]
[ROW][C]15[/C][C]0.082578[/C][C]0.5721[/C][C]0.284957[/C][/ROW]
[ROW][C]16[/C][C]-0.211854[/C][C]-1.4678[/C][C]0.074345[/C][/ROW]
[ROW][C]17[/C][C]0.011941[/C][C]0.0827[/C][C]0.467204[/C][/ROW]
[ROW][C]18[/C][C]0.101267[/C][C]0.7016[/C][C]0.243158[/C][/ROW]
[ROW][C]19[/C][C]-0.13051[/C][C]-0.9042[/C][C]0.185203[/C][/ROW]
[ROW][C]20[/C][C]-0.019777[/C][C]-0.137[/C][C]0.445794[/C][/ROW]
[ROW][C]21[/C][C]-0.01456[/C][C]-0.1009[/C][C]0.460035[/C][/ROW]
[ROW][C]22[/C][C]-0.140727[/C][C]-0.975[/C][C]0.167228[/C][/ROW]
[ROW][C]23[/C][C]0.195134[/C][C]1.3519[/C][C]0.091367[/C][/ROW]
[ROW][C]24[/C][C]-0.315645[/C][C]-2.1868[/C][C]0.016829[/C][/ROW]
[ROW][C]25[/C][C]-0.047802[/C][C]-0.3312[/C][C]0.370975[/C][/ROW]
[ROW][C]26[/C][C]0.116614[/C][C]0.8079[/C][C]0.211559[/C][/ROW]
[ROW][C]27[/C][C]-0.096699[/C][C]-0.6699[/C][C]0.25305[/C][/ROW]
[ROW][C]28[/C][C]-0.174641[/C][C]-1.2099[/C][C]0.116112[/C][/ROW]
[ROW][C]29[/C][C]0.072222[/C][C]0.5004[/C][C]0.30955[/C][/ROW]
[ROW][C]30[/C][C]-0.158985[/C][C]-1.1015[/C][C]0.13809[/C][/ROW]
[ROW][C]31[/C][C]-0.078773[/C][C]-0.5458[/C][C]0.293882[/C][/ROW]
[ROW][C]32[/C][C]0.067559[/C][C]0.4681[/C][C]0.320929[/C][/ROW]
[ROW][C]33[/C][C]-0.046314[/C][C]-0.3209[/C][C]0.374849[/C][/ROW]
[ROW][C]34[/C][C]-0.079876[/C][C]-0.5534[/C][C]0.291279[/C][/ROW]
[ROW][C]35[/C][C]0.095219[/C][C]0.6597[/C][C]0.2563[/C][/ROW]
[ROW][C]36[/C][C]-0.022878[/C][C]-0.1585[/C][C]0.437362[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25983&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25983&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	-0.189675	-1.3141	0.097527
2	-0.029294	-0.203	0.420014
3	0.327879	2.2716	0.013816
4	-0.043636	-0.3023	0.381856
5	-0.037185	-0.2576	0.398898
6	0.252017	1.746	0.043602
7	-0.169242	-1.1725	0.123383
8	0.053699	0.372	0.355751
9	0.158404	1.0975	0.138959
10	-0.105602	-0.7316	0.233974
11	-0.153831	-1.0658	0.145929
12	0.099013	0.686	0.248013
13	-0.076613	-0.5308	0.299006
14	-0.058723	-0.4068	0.342966
15	0.082578	0.5721	0.284957
16	-0.211854	-1.4678	0.074345
17	0.011941	0.0827	0.467204
18	0.101267	0.7016	0.243158
19	-0.13051	-0.9042	0.185203
20	-0.019777	-0.137	0.445794
21	-0.01456	-0.1009	0.460035
22	-0.140727	-0.975	0.167228
23	0.195134	1.3519	0.091367
24	-0.315645	-2.1868	0.016829
25	-0.047802	-0.3312	0.370975
26	0.116614	0.8079	0.211559
27	-0.096699	-0.6699	0.25305
28	-0.174641	-1.2099	0.116112
29	0.072222	0.5004	0.30955
30	-0.158985	-1.1015	0.13809
31	-0.078773	-0.5458	0.293882
32	0.067559	0.4681	0.320929
33	-0.046314	-0.3209	0.374849
34	-0.079876	-0.5534	0.291279
35	0.095219	0.6597	0.2563
36	-0.022878	-0.1585	0.437362

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.189675	-1.3141	0.097527
2	-0.067707	-0.4691	0.320566
3	0.322116	2.2317	0.01517
4	0.089111	0.6174	0.26995
5	-0.022005	-0.1525	0.439734
6	0.15473	1.072	0.14454
7	-0.124268	-0.861	0.196772
8	0.021403	0.1483	0.441369
9	0.06655	0.4611	0.323415
10	0.000363	0.0025	0.499003
11	-0.217761	-1.5087	0.068966
12	-0.086368	-0.5984	0.276203
13	0.001389	0.0096	0.496181
14	0.009774	0.0677	0.473146
15	0.073804	0.5113	0.305732
16	-0.175362	-1.2149	0.115165
17	-0.003055	-0.0212	0.491601
18	0.043164	0.299	0.383096
19	0.055151	0.3821	0.352038
20	0.019357	0.1341	0.446938
21	-0.141085	-0.9775	0.16662
22	-0.148947	-1.0319	0.153637
23	0.17742	1.2292	0.112494
24	-0.28462	-1.9719	0.027199
25	-0.052386	-0.3629	0.359121
26	0.005929	0.0411	0.483702
27	0.018843	0.1306	0.448338
28	-0.140134	-0.9709	0.168239
29	-0.069608	-0.4823	0.315907
30	-0.02299	-0.1593	0.437059
31	-0.123052	-0.8525	0.199077
32	-0.009001	-0.0624	0.475267
33	0.092435	0.6404	0.262477
34	0.084327	0.5842	0.2809
35	-0.150722	-1.0442	0.150804
36	-0.011415	-0.0791	0.468648

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.189675 & -1.3141 & 0.097527 \tabularnewline
2 & -0.067707 & -0.4691 & 0.320566 \tabularnewline
3 & 0.322116 & 2.2317 & 0.01517 \tabularnewline
4 & 0.089111 & 0.6174 & 0.26995 \tabularnewline
5 & -0.022005 & -0.1525 & 0.439734 \tabularnewline
6 & 0.15473 & 1.072 & 0.14454 \tabularnewline
7 & -0.124268 & -0.861 & 0.196772 \tabularnewline
8 & 0.021403 & 0.1483 & 0.441369 \tabularnewline
9 & 0.06655 & 0.4611 & 0.323415 \tabularnewline
10 & 0.000363 & 0.0025 & 0.499003 \tabularnewline
11 & -0.217761 & -1.5087 & 0.068966 \tabularnewline
12 & -0.086368 & -0.5984 & 0.276203 \tabularnewline
13 & 0.001389 & 0.0096 & 0.496181 \tabularnewline
14 & 0.009774 & 0.0677 & 0.473146 \tabularnewline
15 & 0.073804 & 0.5113 & 0.305732 \tabularnewline
16 & -0.175362 & -1.2149 & 0.115165 \tabularnewline
17 & -0.003055 & -0.0212 & 0.491601 \tabularnewline
18 & 0.043164 & 0.299 & 0.383096 \tabularnewline
19 & 0.055151 & 0.3821 & 0.352038 \tabularnewline
20 & 0.019357 & 0.1341 & 0.446938 \tabularnewline
21 & -0.141085 & -0.9775 & 0.16662 \tabularnewline
22 & -0.148947 & -1.0319 & 0.153637 \tabularnewline
23 & 0.17742 & 1.2292 & 0.112494 \tabularnewline
24 & -0.28462 & -1.9719 & 0.027199 \tabularnewline
25 & -0.052386 & -0.3629 & 0.359121 \tabularnewline
26 & 0.005929 & 0.0411 & 0.483702 \tabularnewline
27 & 0.018843 & 0.1306 & 0.448338 \tabularnewline
28 & -0.140134 & -0.9709 & 0.168239 \tabularnewline
29 & -0.069608 & -0.4823 & 0.315907 \tabularnewline
30 & -0.02299 & -0.1593 & 0.437059 \tabularnewline
31 & -0.123052 & -0.8525 & 0.199077 \tabularnewline
32 & -0.009001 & -0.0624 & 0.475267 \tabularnewline
33 & 0.092435 & 0.6404 & 0.262477 \tabularnewline
34 & 0.084327 & 0.5842 & 0.2809 \tabularnewline
35 & -0.150722 & -1.0442 & 0.150804 \tabularnewline
36 & -0.011415 & -0.0791 & 0.468648 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25983&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]-0.189675[/C][C]-1.3141[/C][C]0.097527[/C][/ROW]
[ROW][C]2[/C][C]-0.067707[/C][C]-0.4691[/C][C]0.320566[/C][/ROW]
[ROW][C]3[/C][C]0.322116[/C][C]2.2317[/C][C]0.01517[/C][/ROW]
[ROW][C]4[/C][C]0.089111[/C][C]0.6174[/C][C]0.26995[/C][/ROW]
[ROW][C]5[/C][C]-0.022005[/C][C]-0.1525[/C][C]0.439734[/C][/ROW]
[ROW][C]6[/C][C]0.15473[/C][C]1.072[/C][C]0.14454[/C][/ROW]
[ROW][C]7[/C][C]-0.124268[/C][C]-0.861[/C][C]0.196772[/C][/ROW]
[ROW][C]8[/C][C]0.021403[/C][C]0.1483[/C][C]0.441369[/C][/ROW]
[ROW][C]9[/C][C]0.06655[/C][C]0.4611[/C][C]0.323415[/C][/ROW]
[ROW][C]10[/C][C]0.000363[/C][C]0.0025[/C][C]0.499003[/C][/ROW]
[ROW][C]11[/C][C]-0.217761[/C][C]-1.5087[/C][C]0.068966[/C][/ROW]
[ROW][C]12[/C][C]-0.086368[/C][C]-0.5984[/C][C]0.276203[/C][/ROW]
[ROW][C]13[/C][C]0.001389[/C][C]0.0096[/C][C]0.496181[/C][/ROW]
[ROW][C]14[/C][C]0.009774[/C][C]0.0677[/C][C]0.473146[/C][/ROW]
[ROW][C]15[/C][C]0.073804[/C][C]0.5113[/C][C]0.305732[/C][/ROW]
[ROW][C]16[/C][C]-0.175362[/C][C]-1.2149[/C][C]0.115165[/C][/ROW]
[ROW][C]17[/C][C]-0.003055[/C][C]-0.0212[/C][C]0.491601[/C][/ROW]
[ROW][C]18[/C][C]0.043164[/C][C]0.299[/C][C]0.383096[/C][/ROW]
[ROW][C]19[/C][C]0.055151[/C][C]0.3821[/C][C]0.352038[/C][/ROW]
[ROW][C]20[/C][C]0.019357[/C][C]0.1341[/C][C]0.446938[/C][/ROW]
[ROW][C]21[/C][C]-0.141085[/C][C]-0.9775[/C][C]0.16662[/C][/ROW]
[ROW][C]22[/C][C]-0.148947[/C][C]-1.0319[/C][C]0.153637[/C][/ROW]
[ROW][C]23[/C][C]0.17742[/C][C]1.2292[/C][C]0.112494[/C][/ROW]
[ROW][C]24[/C][C]-0.28462[/C][C]-1.9719[/C][C]0.027199[/C][/ROW]
[ROW][C]25[/C][C]-0.052386[/C][C]-0.3629[/C][C]0.359121[/C][/ROW]
[ROW][C]26[/C][C]0.005929[/C][C]0.0411[/C][C]0.483702[/C][/ROW]
[ROW][C]27[/C][C]0.018843[/C][C]0.1306[/C][C]0.448338[/C][/ROW]
[ROW][C]28[/C][C]-0.140134[/C][C]-0.9709[/C][C]0.168239[/C][/ROW]
[ROW][C]29[/C][C]-0.069608[/C][C]-0.4823[/C][C]0.315907[/C][/ROW]
[ROW][C]30[/C][C]-0.02299[/C][C]-0.1593[/C][C]0.437059[/C][/ROW]
[ROW][C]31[/C][C]-0.123052[/C][C]-0.8525[/C][C]0.199077[/C][/ROW]
[ROW][C]32[/C][C]-0.009001[/C][C]-0.0624[/C][C]0.475267[/C][/ROW]
[ROW][C]33[/C][C]0.092435[/C][C]0.6404[/C][C]0.262477[/C][/ROW]
[ROW][C]34[/C][C]0.084327[/C][C]0.5842[/C][C]0.2809[/C][/ROW]
[ROW][C]35[/C][C]-0.150722[/C][C]-1.0442[/C][C]0.150804[/C][/ROW]
[ROW][C]36[/C][C]-0.011415[/C][C]-0.0791[/C][C]0.468648[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25983&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25983&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	-0.189675	-1.3141	0.097527
2	-0.067707	-0.4691	0.320566
3	0.322116	2.2317	0.01517
4	0.089111	0.6174	0.26995
5	-0.022005	-0.1525	0.439734
6	0.15473	1.072	0.14454
7	-0.124268	-0.861	0.196772
8	0.021403	0.1483	0.441369
9	0.06655	0.4611	0.323415
10	0.000363	0.0025	0.499003
11	-0.217761	-1.5087	0.068966
12	-0.086368	-0.5984	0.276203
13	0.001389	0.0096	0.496181
14	0.009774	0.0677	0.473146
15	0.073804	0.5113	0.305732
16	-0.175362	-1.2149	0.115165
17	-0.003055	-0.0212	0.491601
18	0.043164	0.299	0.383096
19	0.055151	0.3821	0.352038
20	0.019357	0.1341	0.446938
21	-0.141085	-0.9775	0.16662
22	-0.148947	-1.0319	0.153637
23	0.17742	1.2292	0.112494
24	-0.28462	-1.9719	0.027199
25	-0.052386	-0.3629	0.359121
26	0.005929	0.0411	0.483702
27	0.018843	0.1306	0.448338
28	-0.140134	-0.9709	0.168239
29	-0.069608	-0.4823	0.315907
30	-0.02299	-0.1593	0.437059
31	-0.123052	-0.8525	0.199077
32	-0.009001	-0.0624	0.475267
33	0.092435	0.6404	0.262477
34	0.084327	0.5842	0.2809
35	-0.150722	-1.0442	0.150804
36	-0.011415	-0.0791	0.468648

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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