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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 28 Nov 2008 03:29:39 -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/t1227868222zqmnthg3u0e487e.htm/, Retrieved Sun, 19 May 2024 09:18:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25989, Retrieved Sun, 19 May 2024 09:18:25 +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

198

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]
-   PD          [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-11-28 10:29:39] [63db34dadd44fb018112addcdefe949f] [Current]

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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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 4 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25989&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25989&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25989&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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.116992	-0.8105	0.210813
2	-0.029948	-0.2075	0.418253
3	0.362526	2.5117	0.007717
4	0.002755	0.0191	0.492426
5	-0.081067	-0.5616	0.288485
6	0.201814	1.3982	0.084239
7	-0.086268	-0.5977	0.276432
8	0.061918	0.429	0.334927
9	0.176561	1.2233	0.113603
10	-0.09896	-0.6856	0.248126
11	-0.036105	-0.2501	0.401773
12	0.051666	0.358	0.360974
13	-0.183566	-1.2718	0.104788
14	-0.01818	-0.126	0.450147
15	0.129596	0.8979	0.186869
16	-0.168064	-1.1644	0.125012
17	0.030791	0.2133	0.415989
18	0.175324	1.2147	0.115215
19	-0.163762	-1.1346	0.131094
20	-0.04433	-0.3071	0.380038
21	-0.005644	-0.0391	0.484485
22	-0.117325	-0.8129	0.210158
23	0.124092	0.8597	0.197104
24	-0.2545	-1.7632	0.042113
25	0.039114	0.271	0.393779
26	0.092242	0.6391	0.262906
27	-0.144667	-1.0023	0.160617
28	-0.199008	-1.3788	0.087179
29	0.082326	0.5704	0.285543
30	-0.168653	-1.1685	0.124196
31	-0.1328	-0.9201	0.18107
32	0.033854	0.2345	0.407779
33	-0.082673	-0.5728	0.284736
34	-0.118266	-0.8194	0.208311
35	0.100789	0.6983	0.244184
36	-0.057965	-0.4016	0.344884

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.116992 & -0.8105 & 0.210813 \tabularnewline
2 & -0.029948 & -0.2075 & 0.418253 \tabularnewline
3 & 0.362526 & 2.5117 & 0.007717 \tabularnewline
4 & 0.002755 & 0.0191 & 0.492426 \tabularnewline
5 & -0.081067 & -0.5616 & 0.288485 \tabularnewline
6 & 0.201814 & 1.3982 & 0.084239 \tabularnewline
7 & -0.086268 & -0.5977 & 0.276432 \tabularnewline
8 & 0.061918 & 0.429 & 0.334927 \tabularnewline
9 & 0.176561 & 1.2233 & 0.113603 \tabularnewline
10 & -0.09896 & -0.6856 & 0.248126 \tabularnewline
11 & -0.036105 & -0.2501 & 0.401773 \tabularnewline
12 & 0.051666 & 0.358 & 0.360974 \tabularnewline
13 & -0.183566 & -1.2718 & 0.104788 \tabularnewline
14 & -0.01818 & -0.126 & 0.450147 \tabularnewline
15 & 0.129596 & 0.8979 & 0.186869 \tabularnewline
16 & -0.168064 & -1.1644 & 0.125012 \tabularnewline
17 & 0.030791 & 0.2133 & 0.415989 \tabularnewline
18 & 0.175324 & 1.2147 & 0.115215 \tabularnewline
19 & -0.163762 & -1.1346 & 0.131094 \tabularnewline
20 & -0.04433 & -0.3071 & 0.380038 \tabularnewline
21 & -0.005644 & -0.0391 & 0.484485 \tabularnewline
22 & -0.117325 & -0.8129 & 0.210158 \tabularnewline
23 & 0.124092 & 0.8597 & 0.197104 \tabularnewline
24 & -0.2545 & -1.7632 & 0.042113 \tabularnewline
25 & 0.039114 & 0.271 & 0.393779 \tabularnewline
26 & 0.092242 & 0.6391 & 0.262906 \tabularnewline
27 & -0.144667 & -1.0023 & 0.160617 \tabularnewline
28 & -0.199008 & -1.3788 & 0.087179 \tabularnewline
29 & 0.082326 & 0.5704 & 0.285543 \tabularnewline
30 & -0.168653 & -1.1685 & 0.124196 \tabularnewline
31 & -0.1328 & -0.9201 & 0.18107 \tabularnewline
32 & 0.033854 & 0.2345 & 0.407779 \tabularnewline
33 & -0.082673 & -0.5728 & 0.284736 \tabularnewline
34 & -0.118266 & -0.8194 & 0.208311 \tabularnewline
35 & 0.100789 & 0.6983 & 0.244184 \tabularnewline
36 & -0.057965 & -0.4016 & 0.344884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25989&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]-0.116992[/C][C]-0.8105[/C][C]0.210813[/C][/ROW]
[ROW][C]2[/C][C]-0.029948[/C][C]-0.2075[/C][C]0.418253[/C][/ROW]
[ROW][C]3[/C][C]0.362526[/C][C]2.5117[/C][C]0.007717[/C][/ROW]
[ROW][C]4[/C][C]0.002755[/C][C]0.0191[/C][C]0.492426[/C][/ROW]
[ROW][C]5[/C][C]-0.081067[/C][C]-0.5616[/C][C]0.288485[/C][/ROW]
[ROW][C]6[/C][C]0.201814[/C][C]1.3982[/C][C]0.084239[/C][/ROW]
[ROW][C]7[/C][C]-0.086268[/C][C]-0.5977[/C][C]0.276432[/C][/ROW]
[ROW][C]8[/C][C]0.061918[/C][C]0.429[/C][C]0.334927[/C][/ROW]
[ROW][C]9[/C][C]0.176561[/C][C]1.2233[/C][C]0.113603[/C][/ROW]
[ROW][C]10[/C][C]-0.09896[/C][C]-0.6856[/C][C]0.248126[/C][/ROW]
[ROW][C]11[/C][C]-0.036105[/C][C]-0.2501[/C][C]0.401773[/C][/ROW]
[ROW][C]12[/C][C]0.051666[/C][C]0.358[/C][C]0.360974[/C][/ROW]
[ROW][C]13[/C][C]-0.183566[/C][C]-1.2718[/C][C]0.104788[/C][/ROW]
[ROW][C]14[/C][C]-0.01818[/C][C]-0.126[/C][C]0.450147[/C][/ROW]
[ROW][C]15[/C][C]0.129596[/C][C]0.8979[/C][C]0.186869[/C][/ROW]
[ROW][C]16[/C][C]-0.168064[/C][C]-1.1644[/C][C]0.125012[/C][/ROW]
[ROW][C]17[/C][C]0.030791[/C][C]0.2133[/C][C]0.415989[/C][/ROW]
[ROW][C]18[/C][C]0.175324[/C][C]1.2147[/C][C]0.115215[/C][/ROW]
[ROW][C]19[/C][C]-0.163762[/C][C]-1.1346[/C][C]0.131094[/C][/ROW]
[ROW][C]20[/C][C]-0.04433[/C][C]-0.3071[/C][C]0.380038[/C][/ROW]
[ROW][C]21[/C][C]-0.005644[/C][C]-0.0391[/C][C]0.484485[/C][/ROW]
[ROW][C]22[/C][C]-0.117325[/C][C]-0.8129[/C][C]0.210158[/C][/ROW]
[ROW][C]23[/C][C]0.124092[/C][C]0.8597[/C][C]0.197104[/C][/ROW]
[ROW][C]24[/C][C]-0.2545[/C][C]-1.7632[/C][C]0.042113[/C][/ROW]
[ROW][C]25[/C][C]0.039114[/C][C]0.271[/C][C]0.393779[/C][/ROW]
[ROW][C]26[/C][C]0.092242[/C][C]0.6391[/C][C]0.262906[/C][/ROW]
[ROW][C]27[/C][C]-0.144667[/C][C]-1.0023[/C][C]0.160617[/C][/ROW]
[ROW][C]28[/C][C]-0.199008[/C][C]-1.3788[/C][C]0.087179[/C][/ROW]
[ROW][C]29[/C][C]0.082326[/C][C]0.5704[/C][C]0.285543[/C][/ROW]
[ROW][C]30[/C][C]-0.168653[/C][C]-1.1685[/C][C]0.124196[/C][/ROW]
[ROW][C]31[/C][C]-0.1328[/C][C]-0.9201[/C][C]0.18107[/C][/ROW]
[ROW][C]32[/C][C]0.033854[/C][C]0.2345[/C][C]0.407779[/C][/ROW]
[ROW][C]33[/C][C]-0.082673[/C][C]-0.5728[/C][C]0.284736[/C][/ROW]
[ROW][C]34[/C][C]-0.118266[/C][C]-0.8194[/C][C]0.208311[/C][/ROW]
[ROW][C]35[/C][C]0.100789[/C][C]0.6983[/C][C]0.244184[/C][/ROW]
[ROW][C]36[/C][C]-0.057965[/C][C]-0.4016[/C][C]0.344884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25989&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25989&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	-0.116992	-0.8105	0.210813
2	-0.029948	-0.2075	0.418253
3	0.362526	2.5117	0.007717
4	0.002755	0.0191	0.492426
5	-0.081067	-0.5616	0.288485
6	0.201814	1.3982	0.084239
7	-0.086268	-0.5977	0.276432
8	0.061918	0.429	0.334927
9	0.176561	1.2233	0.113603
10	-0.09896	-0.6856	0.248126
11	-0.036105	-0.2501	0.401773
12	0.051666	0.358	0.360974
13	-0.183566	-1.2718	0.104788
14	-0.01818	-0.126	0.450147
15	0.129596	0.8979	0.186869
16	-0.168064	-1.1644	0.125012
17	0.030791	0.2133	0.415989
18	0.175324	1.2147	0.115215
19	-0.163762	-1.1346	0.131094
20	-0.04433	-0.3071	0.380038
21	-0.005644	-0.0391	0.484485
22	-0.117325	-0.8129	0.210158
23	0.124092	0.8597	0.197104
24	-0.2545	-1.7632	0.042113
25	0.039114	0.271	0.393779
26	0.092242	0.6391	0.262906
27	-0.144667	-1.0023	0.160617
28	-0.199008	-1.3788	0.087179
29	0.082326	0.5704	0.285543
30	-0.168653	-1.1685	0.124196
31	-0.1328	-0.9201	0.18107
32	0.033854	0.2345	0.407779
33	-0.082673	-0.5728	0.284736
34	-0.118266	-0.8194	0.208311
35	0.100789	0.6983	0.244184
36	-0.057965	-0.4016	0.344884

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.116992	-0.8105	0.210813
2	-0.044241	-0.3065	0.380271
3	0.359303	2.4893	0.008159
4	0.097173	0.6732	0.252013
5	-0.068448	-0.4742	0.318746
6	0.060882	0.4218	0.337526
7	-0.101146	-0.7008	0.243417
8	0.105215	0.729	0.234786
9	0.137377	0.9518	0.17299
10	-0.035107	-0.2432	0.404433
11	-0.105055	-0.7278	0.235123
12	-0.120999	-0.8383	0.203008
13	-0.161579	-1.1195	0.134259
14	-0.004294	-0.0297	0.488195
15	0.178445	1.2363	0.111181
16	-0.003679	-0.0255	0.489886
17	0.00089	0.0062	0.497552
18	0.068274	0.473	0.319173
19	-0.062906	-0.4358	0.33246
20	-0.057788	-0.4004	0.34533
21	-0.127801	-0.8854	0.190169
22	-0.025927	-0.1796	0.4291
23	0.189577	1.3134	0.097642
24	-0.312376	-2.1642	0.017727
25	0.066252	0.459	0.324149
26	-0.027819	-0.1927	0.423989
27	-0.020378	-0.1412	0.444159
28	-0.15858	-1.0987	0.138696
29	-0.043646	-0.3024	0.38183
30	-0.016191	-0.1122	0.455577
31	-0.064677	-0.4481	0.328051
32	-0.01075	-0.0745	0.470471
33	-0.032506	-0.2252	0.411386
34	-0.066828	-0.463	0.32273
35	0.03565	0.247	0.402985
36	0.0501	0.3471	0.365016

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.116992 & -0.8105 & 0.210813 \tabularnewline
2 & -0.044241 & -0.3065 & 0.380271 \tabularnewline
3 & 0.359303 & 2.4893 & 0.008159 \tabularnewline
4 & 0.097173 & 0.6732 & 0.252013 \tabularnewline
5 & -0.068448 & -0.4742 & 0.318746 \tabularnewline
6 & 0.060882 & 0.4218 & 0.337526 \tabularnewline
7 & -0.101146 & -0.7008 & 0.243417 \tabularnewline
8 & 0.105215 & 0.729 & 0.234786 \tabularnewline
9 & 0.137377 & 0.9518 & 0.17299 \tabularnewline
10 & -0.035107 & -0.2432 & 0.404433 \tabularnewline
11 & -0.105055 & -0.7278 & 0.235123 \tabularnewline
12 & -0.120999 & -0.8383 & 0.203008 \tabularnewline
13 & -0.161579 & -1.1195 & 0.134259 \tabularnewline
14 & -0.004294 & -0.0297 & 0.488195 \tabularnewline
15 & 0.178445 & 1.2363 & 0.111181 \tabularnewline
16 & -0.003679 & -0.0255 & 0.489886 \tabularnewline
17 & 0.00089 & 0.0062 & 0.497552 \tabularnewline
18 & 0.068274 & 0.473 & 0.319173 \tabularnewline
19 & -0.062906 & -0.4358 & 0.33246 \tabularnewline
20 & -0.057788 & -0.4004 & 0.34533 \tabularnewline
21 & -0.127801 & -0.8854 & 0.190169 \tabularnewline
22 & -0.025927 & -0.1796 & 0.4291 \tabularnewline
23 & 0.189577 & 1.3134 & 0.097642 \tabularnewline
24 & -0.312376 & -2.1642 & 0.017727 \tabularnewline
25 & 0.066252 & 0.459 & 0.324149 \tabularnewline
26 & -0.027819 & -0.1927 & 0.423989 \tabularnewline
27 & -0.020378 & -0.1412 & 0.444159 \tabularnewline
28 & -0.15858 & -1.0987 & 0.138696 \tabularnewline
29 & -0.043646 & -0.3024 & 0.38183 \tabularnewline
30 & -0.016191 & -0.1122 & 0.455577 \tabularnewline
31 & -0.064677 & -0.4481 & 0.328051 \tabularnewline
32 & -0.01075 & -0.0745 & 0.470471 \tabularnewline
33 & -0.032506 & -0.2252 & 0.411386 \tabularnewline
34 & -0.066828 & -0.463 & 0.32273 \tabularnewline
35 & 0.03565 & 0.247 & 0.402985 \tabularnewline
36 & 0.0501 & 0.3471 & 0.365016 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25989&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]-0.116992[/C][C]-0.8105[/C][C]0.210813[/C][/ROW]
[ROW][C]2[/C][C]-0.044241[/C][C]-0.3065[/C][C]0.380271[/C][/ROW]
[ROW][C]3[/C][C]0.359303[/C][C]2.4893[/C][C]0.008159[/C][/ROW]
[ROW][C]4[/C][C]0.097173[/C][C]0.6732[/C][C]0.252013[/C][/ROW]
[ROW][C]5[/C][C]-0.068448[/C][C]-0.4742[/C][C]0.318746[/C][/ROW]
[ROW][C]6[/C][C]0.060882[/C][C]0.4218[/C][C]0.337526[/C][/ROW]
[ROW][C]7[/C][C]-0.101146[/C][C]-0.7008[/C][C]0.243417[/C][/ROW]
[ROW][C]8[/C][C]0.105215[/C][C]0.729[/C][C]0.234786[/C][/ROW]
[ROW][C]9[/C][C]0.137377[/C][C]0.9518[/C][C]0.17299[/C][/ROW]
[ROW][C]10[/C][C]-0.035107[/C][C]-0.2432[/C][C]0.404433[/C][/ROW]
[ROW][C]11[/C][C]-0.105055[/C][C]-0.7278[/C][C]0.235123[/C][/ROW]
[ROW][C]12[/C][C]-0.120999[/C][C]-0.8383[/C][C]0.203008[/C][/ROW]
[ROW][C]13[/C][C]-0.161579[/C][C]-1.1195[/C][C]0.134259[/C][/ROW]
[ROW][C]14[/C][C]-0.004294[/C][C]-0.0297[/C][C]0.488195[/C][/ROW]
[ROW][C]15[/C][C]0.178445[/C][C]1.2363[/C][C]0.111181[/C][/ROW]
[ROW][C]16[/C][C]-0.003679[/C][C]-0.0255[/C][C]0.489886[/C][/ROW]
[ROW][C]17[/C][C]0.00089[/C][C]0.0062[/C][C]0.497552[/C][/ROW]
[ROW][C]18[/C][C]0.068274[/C][C]0.473[/C][C]0.319173[/C][/ROW]
[ROW][C]19[/C][C]-0.062906[/C][C]-0.4358[/C][C]0.33246[/C][/ROW]
[ROW][C]20[/C][C]-0.057788[/C][C]-0.4004[/C][C]0.34533[/C][/ROW]
[ROW][C]21[/C][C]-0.127801[/C][C]-0.8854[/C][C]0.190169[/C][/ROW]
[ROW][C]22[/C][C]-0.025927[/C][C]-0.1796[/C][C]0.4291[/C][/ROW]
[ROW][C]23[/C][C]0.189577[/C][C]1.3134[/C][C]0.097642[/C][/ROW]
[ROW][C]24[/C][C]-0.312376[/C][C]-2.1642[/C][C]0.017727[/C][/ROW]
[ROW][C]25[/C][C]0.066252[/C][C]0.459[/C][C]0.324149[/C][/ROW]
[ROW][C]26[/C][C]-0.027819[/C][C]-0.1927[/C][C]0.423989[/C][/ROW]
[ROW][C]27[/C][C]-0.020378[/C][C]-0.1412[/C][C]0.444159[/C][/ROW]
[ROW][C]28[/C][C]-0.15858[/C][C]-1.0987[/C][C]0.138696[/C][/ROW]
[ROW][C]29[/C][C]-0.043646[/C][C]-0.3024[/C][C]0.38183[/C][/ROW]
[ROW][C]30[/C][C]-0.016191[/C][C]-0.1122[/C][C]0.455577[/C][/ROW]
[ROW][C]31[/C][C]-0.064677[/C][C]-0.4481[/C][C]0.328051[/C][/ROW]
[ROW][C]32[/C][C]-0.01075[/C][C]-0.0745[/C][C]0.470471[/C][/ROW]
[ROW][C]33[/C][C]-0.032506[/C][C]-0.2252[/C][C]0.411386[/C][/ROW]
[ROW][C]34[/C][C]-0.066828[/C][C]-0.463[/C][C]0.32273[/C][/ROW]
[ROW][C]35[/C][C]0.03565[/C][C]0.247[/C][C]0.402985[/C][/ROW]
[ROW][C]36[/C][C]0.0501[/C][C]0.3471[/C][C]0.365016[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25989&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25989&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	-0.116992	-0.8105	0.210813
2	-0.044241	-0.3065	0.380271
3	0.359303	2.4893	0.008159
4	0.097173	0.6732	0.252013
5	-0.068448	-0.4742	0.318746
6	0.060882	0.4218	0.337526
7	-0.101146	-0.7008	0.243417
8	0.105215	0.729	0.234786
9	0.137377	0.9518	0.17299
10	-0.035107	-0.2432	0.404433
11	-0.105055	-0.7278	0.235123
12	-0.120999	-0.8383	0.203008
13	-0.161579	-1.1195	0.134259
14	-0.004294	-0.0297	0.488195
15	0.178445	1.2363	0.111181
16	-0.003679	-0.0255	0.489886
17	0.00089	0.0062	0.497552
18	0.068274	0.473	0.319173
19	-0.062906	-0.4358	0.33246
20	-0.057788	-0.4004	0.34533
21	-0.127801	-0.8854	0.190169
22	-0.025927	-0.1796	0.4291
23	0.189577	1.3134	0.097642
24	-0.312376	-2.1642	0.017727
25	0.066252	0.459	0.324149
26	-0.027819	-0.1927	0.423989
27	-0.020378	-0.1412	0.444159
28	-0.15858	-1.0987	0.138696
29	-0.043646	-0.3024	0.38183
30	-0.016191	-0.1122	0.455577
31	-0.064677	-0.4481	0.328051
32	-0.01075	-0.0745	0.470471
33	-0.032506	-0.2252	0.411386
34	-0.066828	-0.463	0.32273
35	0.03565	0.247	0.402985
36	0.0501	0.3471	0.365016

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