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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 28 Nov 2008 03:20:24 -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/t1227867662p46pu6vd0el1z7v.htm/, Retrieved Sun, 19 May 2024 10:06:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25985, Retrieved Sun, 19 May 2024 10:06:27 +0000

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Original text written by user:

d=1 D=1

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

184

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 10:20:24] [63db34dadd44fb018112addcdefe949f] [Current]

Feedback Forum

2008-12-04 15:32:49 [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	8 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 8 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25985&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]8 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25985&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25985&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	8 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.567323	-3.8894	0.000157
2	-0.067247	-0.461	0.323454
3	0.287402	1.9703	0.027354
4	-0.144658	-0.9917	0.163205
5	-0.120635	-0.827	0.206199
6	0.28762	1.9718	0.027266
7	-0.270412	-1.8539	0.035021
8	0.055762	0.3823	0.351987
9	0.147731	1.0128	0.158173
10	-0.082519	-0.5657	0.287137
11	-0.127774	-0.876	0.192749
12	0.175204	1.2011	0.117858
13	-0.082332	-0.5644	0.28757
14	-0.048681	-0.3337	0.37003
15	0.179051	1.2275	0.112871
16	-0.213293	-1.4623	0.075162
17	0.058356	0.4001	0.345458
18	0.124663	0.8546	0.198541
19	-0.138197	-0.9474	0.174133
20	0.052597	0.3606	0.360012
21	0.04302	0.2949	0.384674
22	-0.188435	-1.2918	0.101364
23	0.355574	2.4377	0.009309
24	-0.328482	-2.252	0.014518
25	0.049016	0.336	0.369169
26	0.145064	0.9945	0.162535
27	-0.04374	-0.2999	0.382801
28	-0.14254	-0.9772	0.166736
29	0.200179	1.3724	0.088233
30	-0.127956	-0.8772	0.192414
31	-0.027136	-0.186	0.42661
32	0.101644	0.6968	0.244669
33	-0.027397	-0.1878	0.425912
34	-0.088278	-0.6052	0.273978
35	0.119888	0.8219	0.20764
36	-0.032518	-0.2229	0.412277

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.567323 & -3.8894 & 0.000157 \tabularnewline
2 & -0.067247 & -0.461 & 0.323454 \tabularnewline
3 & 0.287402 & 1.9703 & 0.027354 \tabularnewline
4 & -0.144658 & -0.9917 & 0.163205 \tabularnewline
5 & -0.120635 & -0.827 & 0.206199 \tabularnewline
6 & 0.28762 & 1.9718 & 0.027266 \tabularnewline
7 & -0.270412 & -1.8539 & 0.035021 \tabularnewline
8 & 0.055762 & 0.3823 & 0.351987 \tabularnewline
9 & 0.147731 & 1.0128 & 0.158173 \tabularnewline
10 & -0.082519 & -0.5657 & 0.287137 \tabularnewline
11 & -0.127774 & -0.876 & 0.192749 \tabularnewline
12 & 0.175204 & 1.2011 & 0.117858 \tabularnewline
13 & -0.082332 & -0.5644 & 0.28757 \tabularnewline
14 & -0.048681 & -0.3337 & 0.37003 \tabularnewline
15 & 0.179051 & 1.2275 & 0.112871 \tabularnewline
16 & -0.213293 & -1.4623 & 0.075162 \tabularnewline
17 & 0.058356 & 0.4001 & 0.345458 \tabularnewline
18 & 0.124663 & 0.8546 & 0.198541 \tabularnewline
19 & -0.138197 & -0.9474 & 0.174133 \tabularnewline
20 & 0.052597 & 0.3606 & 0.360012 \tabularnewline
21 & 0.04302 & 0.2949 & 0.384674 \tabularnewline
22 & -0.188435 & -1.2918 & 0.101364 \tabularnewline
23 & 0.355574 & 2.4377 & 0.009309 \tabularnewline
24 & -0.328482 & -2.252 & 0.014518 \tabularnewline
25 & 0.049016 & 0.336 & 0.369169 \tabularnewline
26 & 0.145064 & 0.9945 & 0.162535 \tabularnewline
27 & -0.04374 & -0.2999 & 0.382801 \tabularnewline
28 & -0.14254 & -0.9772 & 0.166736 \tabularnewline
29 & 0.200179 & 1.3724 & 0.088233 \tabularnewline
30 & -0.127956 & -0.8772 & 0.192414 \tabularnewline
31 & -0.027136 & -0.186 & 0.42661 \tabularnewline
32 & 0.101644 & 0.6968 & 0.244669 \tabularnewline
33 & -0.027397 & -0.1878 & 0.425912 \tabularnewline
34 & -0.088278 & -0.6052 & 0.273978 \tabularnewline
35 & 0.119888 & 0.8219 & 0.20764 \tabularnewline
36 & -0.032518 & -0.2229 & 0.412277 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25985&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]-0.567323[/C][C]-3.8894[/C][C]0.000157[/C][/ROW]
[ROW][C]2[/C][C]-0.067247[/C][C]-0.461[/C][C]0.323454[/C][/ROW]
[ROW][C]3[/C][C]0.287402[/C][C]1.9703[/C][C]0.027354[/C][/ROW]
[ROW][C]4[/C][C]-0.144658[/C][C]-0.9917[/C][C]0.163205[/C][/ROW]
[ROW][C]5[/C][C]-0.120635[/C][C]-0.827[/C][C]0.206199[/C][/ROW]
[ROW][C]6[/C][C]0.28762[/C][C]1.9718[/C][C]0.027266[/C][/ROW]
[ROW][C]7[/C][C]-0.270412[/C][C]-1.8539[/C][C]0.035021[/C][/ROW]
[ROW][C]8[/C][C]0.055762[/C][C]0.3823[/C][C]0.351987[/C][/ROW]
[ROW][C]9[/C][C]0.147731[/C][C]1.0128[/C][C]0.158173[/C][/ROW]
[ROW][C]10[/C][C]-0.082519[/C][C]-0.5657[/C][C]0.287137[/C][/ROW]
[ROW][C]11[/C][C]-0.127774[/C][C]-0.876[/C][C]0.192749[/C][/ROW]
[ROW][C]12[/C][C]0.175204[/C][C]1.2011[/C][C]0.117858[/C][/ROW]
[ROW][C]13[/C][C]-0.082332[/C][C]-0.5644[/C][C]0.28757[/C][/ROW]
[ROW][C]14[/C][C]-0.048681[/C][C]-0.3337[/C][C]0.37003[/C][/ROW]
[ROW][C]15[/C][C]0.179051[/C][C]1.2275[/C][C]0.112871[/C][/ROW]
[ROW][C]16[/C][C]-0.213293[/C][C]-1.4623[/C][C]0.075162[/C][/ROW]
[ROW][C]17[/C][C]0.058356[/C][C]0.4001[/C][C]0.345458[/C][/ROW]
[ROW][C]18[/C][C]0.124663[/C][C]0.8546[/C][C]0.198541[/C][/ROW]
[ROW][C]19[/C][C]-0.138197[/C][C]-0.9474[/C][C]0.174133[/C][/ROW]
[ROW][C]20[/C][C]0.052597[/C][C]0.3606[/C][C]0.360012[/C][/ROW]
[ROW][C]21[/C][C]0.04302[/C][C]0.2949[/C][C]0.384674[/C][/ROW]
[ROW][C]22[/C][C]-0.188435[/C][C]-1.2918[/C][C]0.101364[/C][/ROW]
[ROW][C]23[/C][C]0.355574[/C][C]2.4377[/C][C]0.009309[/C][/ROW]
[ROW][C]24[/C][C]-0.328482[/C][C]-2.252[/C][C]0.014518[/C][/ROW]
[ROW][C]25[/C][C]0.049016[/C][C]0.336[/C][C]0.369169[/C][/ROW]
[ROW][C]26[/C][C]0.145064[/C][C]0.9945[/C][C]0.162535[/C][/ROW]
[ROW][C]27[/C][C]-0.04374[/C][C]-0.2999[/C][C]0.382801[/C][/ROW]
[ROW][C]28[/C][C]-0.14254[/C][C]-0.9772[/C][C]0.166736[/C][/ROW]
[ROW][C]29[/C][C]0.200179[/C][C]1.3724[/C][C]0.088233[/C][/ROW]
[ROW][C]30[/C][C]-0.127956[/C][C]-0.8772[/C][C]0.192414[/C][/ROW]
[ROW][C]31[/C][C]-0.027136[/C][C]-0.186[/C][C]0.42661[/C][/ROW]
[ROW][C]32[/C][C]0.101644[/C][C]0.6968[/C][C]0.244669[/C][/ROW]
[ROW][C]33[/C][C]-0.027397[/C][C]-0.1878[/C][C]0.425912[/C][/ROW]
[ROW][C]34[/C][C]-0.088278[/C][C]-0.6052[/C][C]0.273978[/C][/ROW]
[ROW][C]35[/C][C]0.119888[/C][C]0.8219[/C][C]0.20764[/C][/ROW]
[ROW][C]36[/C][C]-0.032518[/C][C]-0.2229[/C][C]0.412277[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25985&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25985&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	-0.567323	-3.8894	0.000157
2	-0.067247	-0.461	0.323454
3	0.287402	1.9703	0.027354
4	-0.144658	-0.9917	0.163205
5	-0.120635	-0.827	0.206199
6	0.28762	1.9718	0.027266
7	-0.270412	-1.8539	0.035021
8	0.055762	0.3823	0.351987
9	0.147731	1.0128	0.158173
10	-0.082519	-0.5657	0.287137
11	-0.127774	-0.876	0.192749
12	0.175204	1.2011	0.117858
13	-0.082332	-0.5644	0.28757
14	-0.048681	-0.3337	0.37003
15	0.179051	1.2275	0.112871
16	-0.213293	-1.4623	0.075162
17	0.058356	0.4001	0.345458
18	0.124663	0.8546	0.198541
19	-0.138197	-0.9474	0.174133
20	0.052597	0.3606	0.360012
21	0.04302	0.2949	0.384674
22	-0.188435	-1.2918	0.101364
23	0.355574	2.4377	0.009309
24	-0.328482	-2.252	0.014518
25	0.049016	0.336	0.369169
26	0.145064	0.9945	0.162535
27	-0.04374	-0.2999	0.382801
28	-0.14254	-0.9772	0.166736
29	0.200179	1.3724	0.088233
30	-0.127956	-0.8772	0.192414
31	-0.027136	-0.186	0.42661
32	0.101644	0.6968	0.244669
33	-0.027397	-0.1878	0.425912
34	-0.088278	-0.6052	0.273978
35	0.119888	0.8219	0.20764
36	-0.032518	-0.2229	0.412277

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.567323	-3.8894	0.000157
2	-0.573776	-3.9336	0.000137
3	-0.21578	-1.4793	0.072865
4	-0.060936	-0.4178	0.339014
5	-0.206328	-1.4145	0.081901
6	0.069024	0.4732	0.319128
7	-0.111708	-0.7658	0.223803
8	-0.152223	-1.0436	0.151008
9	-0.067053	-0.4597	0.323929
10	0.138137	0.947	0.174236
11	-0.018516	-0.1269	0.449765
12	-0.10146	-0.6956	0.245059
13	-0.100589	-0.6896	0.246917
14	-0.147913	-1.014	0.157878
15	0.100563	0.6894	0.246973
16	-0.071112	-0.4875	0.314078
17	-0.097292	-0.667	0.254018
18	-0.106588	-0.7307	0.234286
19	-0.079386	-0.5442	0.294425
20	0.08354	0.5727	0.284782
21	0.071884	0.4928	0.312221
22	-0.233055	-1.5977	0.058401
23	0.204138	1.3995	0.084115
24	-0.065095	-0.4463	0.328726
25	-0.103697	-0.7109	0.240326
26	-0.089092	-0.6108	0.272143
27	0.077798	0.5334	0.29815
28	-0.023781	-0.163	0.435596
29	-0.077078	-0.5284	0.299846
30	0.010952	0.0751	0.470233
31	-0.097483	-0.6683	0.253603
32	-0.16673	-1.143	0.129405
33	-0.125522	-0.8605	0.196932
34	0.099562	0.6826	0.249117
35	-0.070948	-0.4864	0.314474
36	-0.094318	-0.6466	0.260515

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.567323 & -3.8894 & 0.000157 \tabularnewline
2 & -0.573776 & -3.9336 & 0.000137 \tabularnewline
3 & -0.21578 & -1.4793 & 0.072865 \tabularnewline
4 & -0.060936 & -0.4178 & 0.339014 \tabularnewline
5 & -0.206328 & -1.4145 & 0.081901 \tabularnewline
6 & 0.069024 & 0.4732 & 0.319128 \tabularnewline
7 & -0.111708 & -0.7658 & 0.223803 \tabularnewline
8 & -0.152223 & -1.0436 & 0.151008 \tabularnewline
9 & -0.067053 & -0.4597 & 0.323929 \tabularnewline
10 & 0.138137 & 0.947 & 0.174236 \tabularnewline
11 & -0.018516 & -0.1269 & 0.449765 \tabularnewline
12 & -0.10146 & -0.6956 & 0.245059 \tabularnewline
13 & -0.100589 & -0.6896 & 0.246917 \tabularnewline
14 & -0.147913 & -1.014 & 0.157878 \tabularnewline
15 & 0.100563 & 0.6894 & 0.246973 \tabularnewline
16 & -0.071112 & -0.4875 & 0.314078 \tabularnewline
17 & -0.097292 & -0.667 & 0.254018 \tabularnewline
18 & -0.106588 & -0.7307 & 0.234286 \tabularnewline
19 & -0.079386 & -0.5442 & 0.294425 \tabularnewline
20 & 0.08354 & 0.5727 & 0.284782 \tabularnewline
21 & 0.071884 & 0.4928 & 0.312221 \tabularnewline
22 & -0.233055 & -1.5977 & 0.058401 \tabularnewline
23 & 0.204138 & 1.3995 & 0.084115 \tabularnewline
24 & -0.065095 & -0.4463 & 0.328726 \tabularnewline
25 & -0.103697 & -0.7109 & 0.240326 \tabularnewline
26 & -0.089092 & -0.6108 & 0.272143 \tabularnewline
27 & 0.077798 & 0.5334 & 0.29815 \tabularnewline
28 & -0.023781 & -0.163 & 0.435596 \tabularnewline
29 & -0.077078 & -0.5284 & 0.299846 \tabularnewline
30 & 0.010952 & 0.0751 & 0.470233 \tabularnewline
31 & -0.097483 & -0.6683 & 0.253603 \tabularnewline
32 & -0.16673 & -1.143 & 0.129405 \tabularnewline
33 & -0.125522 & -0.8605 & 0.196932 \tabularnewline
34 & 0.099562 & 0.6826 & 0.249117 \tabularnewline
35 & -0.070948 & -0.4864 & 0.314474 \tabularnewline
36 & -0.094318 & -0.6466 & 0.260515 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25985&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]-0.567323[/C][C]-3.8894[/C][C]0.000157[/C][/ROW]
[ROW][C]2[/C][C]-0.573776[/C][C]-3.9336[/C][C]0.000137[/C][/ROW]
[ROW][C]3[/C][C]-0.21578[/C][C]-1.4793[/C][C]0.072865[/C][/ROW]
[ROW][C]4[/C][C]-0.060936[/C][C]-0.4178[/C][C]0.339014[/C][/ROW]
[ROW][C]5[/C][C]-0.206328[/C][C]-1.4145[/C][C]0.081901[/C][/ROW]
[ROW][C]6[/C][C]0.069024[/C][C]0.4732[/C][C]0.319128[/C][/ROW]
[ROW][C]7[/C][C]-0.111708[/C][C]-0.7658[/C][C]0.223803[/C][/ROW]
[ROW][C]8[/C][C]-0.152223[/C][C]-1.0436[/C][C]0.151008[/C][/ROW]
[ROW][C]9[/C][C]-0.067053[/C][C]-0.4597[/C][C]0.323929[/C][/ROW]
[ROW][C]10[/C][C]0.138137[/C][C]0.947[/C][C]0.174236[/C][/ROW]
[ROW][C]11[/C][C]-0.018516[/C][C]-0.1269[/C][C]0.449765[/C][/ROW]
[ROW][C]12[/C][C]-0.10146[/C][C]-0.6956[/C][C]0.245059[/C][/ROW]
[ROW][C]13[/C][C]-0.100589[/C][C]-0.6896[/C][C]0.246917[/C][/ROW]
[ROW][C]14[/C][C]-0.147913[/C][C]-1.014[/C][C]0.157878[/C][/ROW]
[ROW][C]15[/C][C]0.100563[/C][C]0.6894[/C][C]0.246973[/C][/ROW]
[ROW][C]16[/C][C]-0.071112[/C][C]-0.4875[/C][C]0.314078[/C][/ROW]
[ROW][C]17[/C][C]-0.097292[/C][C]-0.667[/C][C]0.254018[/C][/ROW]
[ROW][C]18[/C][C]-0.106588[/C][C]-0.7307[/C][C]0.234286[/C][/ROW]
[ROW][C]19[/C][C]-0.079386[/C][C]-0.5442[/C][C]0.294425[/C][/ROW]
[ROW][C]20[/C][C]0.08354[/C][C]0.5727[/C][C]0.284782[/C][/ROW]
[ROW][C]21[/C][C]0.071884[/C][C]0.4928[/C][C]0.312221[/C][/ROW]
[ROW][C]22[/C][C]-0.233055[/C][C]-1.5977[/C][C]0.058401[/C][/ROW]
[ROW][C]23[/C][C]0.204138[/C][C]1.3995[/C][C]0.084115[/C][/ROW]
[ROW][C]24[/C][C]-0.065095[/C][C]-0.4463[/C][C]0.328726[/C][/ROW]
[ROW][C]25[/C][C]-0.103697[/C][C]-0.7109[/C][C]0.240326[/C][/ROW]
[ROW][C]26[/C][C]-0.089092[/C][C]-0.6108[/C][C]0.272143[/C][/ROW]
[ROW][C]27[/C][C]0.077798[/C][C]0.5334[/C][C]0.29815[/C][/ROW]
[ROW][C]28[/C][C]-0.023781[/C][C]-0.163[/C][C]0.435596[/C][/ROW]
[ROW][C]29[/C][C]-0.077078[/C][C]-0.5284[/C][C]0.299846[/C][/ROW]
[ROW][C]30[/C][C]0.010952[/C][C]0.0751[/C][C]0.470233[/C][/ROW]
[ROW][C]31[/C][C]-0.097483[/C][C]-0.6683[/C][C]0.253603[/C][/ROW]
[ROW][C]32[/C][C]-0.16673[/C][C]-1.143[/C][C]0.129405[/C][/ROW]
[ROW][C]33[/C][C]-0.125522[/C][C]-0.8605[/C][C]0.196932[/C][/ROW]
[ROW][C]34[/C][C]0.099562[/C][C]0.6826[/C][C]0.249117[/C][/ROW]
[ROW][C]35[/C][C]-0.070948[/C][C]-0.4864[/C][C]0.314474[/C][/ROW]
[ROW][C]36[/C][C]-0.094318[/C][C]-0.6466[/C][C]0.260515[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25985&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25985&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	-0.567323	-3.8894	0.000157
2	-0.573776	-3.9336	0.000137
3	-0.21578	-1.4793	0.072865
4	-0.060936	-0.4178	0.339014
5	-0.206328	-1.4145	0.081901
6	0.069024	0.4732	0.319128
7	-0.111708	-0.7658	0.223803
8	-0.152223	-1.0436	0.151008
9	-0.067053	-0.4597	0.323929
10	0.138137	0.947	0.174236
11	-0.018516	-0.1269	0.449765
12	-0.10146	-0.6956	0.245059
13	-0.100589	-0.6896	0.246917
14	-0.147913	-1.014	0.157878
15	0.100563	0.6894	0.246973
16	-0.071112	-0.4875	0.314078
17	-0.097292	-0.667	0.254018
18	-0.106588	-0.7307	0.234286
19	-0.079386	-0.5442	0.294425
20	0.08354	0.5727	0.284782
21	0.071884	0.4928	0.312221
22	-0.233055	-1.5977	0.058401
23	0.204138	1.3995	0.084115
24	-0.065095	-0.4463	0.328726
25	-0.103697	-0.7109	0.240326
26	-0.089092	-0.6108	0.272143
27	0.077798	0.5334	0.29815
28	-0.023781	-0.163	0.435596
29	-0.077078	-0.5284	0.299846
30	0.010952	0.0751	0.470233
31	-0.097483	-0.6683	0.253603
32	-0.16673	-1.143	0.129405
33	-0.125522	-0.8605	0.196932
34	0.099562	0.6826	0.249117
35	-0.070948	-0.4864	0.314474
36	-0.094318	-0.6466	0.260515

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 = 1 ; 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