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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 06 Dec 2010 13:28:06 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/06/t1291641962gjoh07bbu8643a5.htm/, Retrieved Mon, 29 Apr 2024 00:51:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105580, Retrieved Mon, 29 Apr 2024 00:51:03 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

189

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

-     [Mean Plot] [Gilliam Schoorel] [2008-11-06 14:07:56] [666bda00bbd072dde5655a1423b1377b]
- RM D  [Variance Reduction Matrix] [VRM suiker] [2008-12-09 16:07:08] [f77c9ab3b413812d7baee6b7ec69a15d]
- RMPD    [(Partial) Autocorrelation Function] [ACF chocopasta zo...] [2008-12-18 11:31:51] [f77c9ab3b413812d7baee6b7ec69a15d]
-  MPD        [(Partial) Autocorrelation Function] [Autocorrelatie gr...] [2010-12-06 13:28:06] [2fa539864aa87c5da4977c85c6885fac] [Current]

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Dataseries X:

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Histogram

Boxplots

1.88
1.87
1.88
1.87
1.88
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.88
1.88
1.87
1.87
1.87
1.87
1.87
1.87
1.87
1.86
1.86
1.85
1.84
1.83
1.82
1.78
1.75
1.74
1.74
1.74
1.73
1.73
1.73
1.71
1.7
1.7
1.69
1.68
1.68
1.68
1.68
1.67
1.66
1.65
1.65
1.65

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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105580&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105580&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105580&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.955818	7.1527	0
2	0.907673	6.7924	0
3	0.853005	6.3833	0
4	0.800639	5.9914	0
5	0.745972	5.5823	0
6	0.694373	5.1962	1e-06
7	0.639962	4.789	6e-06
8	0.581714	4.3531	2.9e-05
9	0.519373	3.8866	0.000136
10	0.458184	3.4287	0.000572
11	0.398402	2.9814	0.002121
12	0.33555	2.511	0.007476
13	0.274361	2.0531	0.022371
14	0.219309	1.6412	0.053185
15	0.162468	1.2158	0.114581
16	0.104859	0.7847	0.21797
17	0.049425	0.3699	0.356441
18	-0.008056	-0.0603	0.476071
19	-0.067583	-0.5057	0.30751
20	-0.123913	-0.9273	0.17888
21	-0.170524	-1.2761	0.103596
22	-0.202558	-1.5158	0.067597
23	-0.229476	-1.7172	0.045731
24	-0.252174	-1.8871	0.032167
25	-0.271419	-2.0311	0.0235
26	-0.286701	-2.1455	0.018133
27	-0.302238	-2.2617	0.013807
28	-0.313299	-2.3445	0.011312
29	-0.324872	-2.4311	0.009139
30	-0.334783	-2.5053	0.007585
31	-0.345972	-2.589	0.006121
32	-0.355243	-2.6584	0.005108
33	-0.362852	-2.7153	0.004394
34	-0.368031	-2.7541	0.003961
35	-0.367839	-2.7527	0.003977
36	-0.360742	-2.6995	0.004582

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.955818 & 7.1527 & 0 \tabularnewline
2 & 0.907673 & 6.7924 & 0 \tabularnewline
3 & 0.853005 & 6.3833 & 0 \tabularnewline
4 & 0.800639 & 5.9914 & 0 \tabularnewline
5 & 0.745972 & 5.5823 & 0 \tabularnewline
6 & 0.694373 & 5.1962 & 1e-06 \tabularnewline
7 & 0.639962 & 4.789 & 6e-06 \tabularnewline
8 & 0.581714 & 4.3531 & 2.9e-05 \tabularnewline
9 & 0.519373 & 3.8866 & 0.000136 \tabularnewline
10 & 0.458184 & 3.4287 & 0.000572 \tabularnewline
11 & 0.398402 & 2.9814 & 0.002121 \tabularnewline
12 & 0.33555 & 2.511 & 0.007476 \tabularnewline
13 & 0.274361 & 2.0531 & 0.022371 \tabularnewline
14 & 0.219309 & 1.6412 & 0.053185 \tabularnewline
15 & 0.162468 & 1.2158 & 0.114581 \tabularnewline
16 & 0.104859 & 0.7847 & 0.21797 \tabularnewline
17 & 0.049425 & 0.3699 & 0.356441 \tabularnewline
18 & -0.008056 & -0.0603 & 0.476071 \tabularnewline
19 & -0.067583 & -0.5057 & 0.30751 \tabularnewline
20 & -0.123913 & -0.9273 & 0.17888 \tabularnewline
21 & -0.170524 & -1.2761 & 0.103596 \tabularnewline
22 & -0.202558 & -1.5158 & 0.067597 \tabularnewline
23 & -0.229476 & -1.7172 & 0.045731 \tabularnewline
24 & -0.252174 & -1.8871 & 0.032167 \tabularnewline
25 & -0.271419 & -2.0311 & 0.0235 \tabularnewline
26 & -0.286701 & -2.1455 & 0.018133 \tabularnewline
27 & -0.302238 & -2.2617 & 0.013807 \tabularnewline
28 & -0.313299 & -2.3445 & 0.011312 \tabularnewline
29 & -0.324872 & -2.4311 & 0.009139 \tabularnewline
30 & -0.334783 & -2.5053 & 0.007585 \tabularnewline
31 & -0.345972 & -2.589 & 0.006121 \tabularnewline
32 & -0.355243 & -2.6584 & 0.005108 \tabularnewline
33 & -0.362852 & -2.7153 & 0.004394 \tabularnewline
34 & -0.368031 & -2.7541 & 0.003961 \tabularnewline
35 & -0.367839 & -2.7527 & 0.003977 \tabularnewline
36 & -0.360742 & -2.6995 & 0.004582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105580&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]0.955818[/C][C]7.1527[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.907673[/C][C]6.7924[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.853005[/C][C]6.3833[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.800639[/C][C]5.9914[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.745972[/C][C]5.5823[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.694373[/C][C]5.1962[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.639962[/C][C]4.789[/C][C]6e-06[/C][/ROW]
[ROW][C]8[/C][C]0.581714[/C][C]4.3531[/C][C]2.9e-05[/C][/ROW]
[ROW][C]9[/C][C]0.519373[/C][C]3.8866[/C][C]0.000136[/C][/ROW]
[ROW][C]10[/C][C]0.458184[/C][C]3.4287[/C][C]0.000572[/C][/ROW]
[ROW][C]11[/C][C]0.398402[/C][C]2.9814[/C][C]0.002121[/C][/ROW]
[ROW][C]12[/C][C]0.33555[/C][C]2.511[/C][C]0.007476[/C][/ROW]
[ROW][C]13[/C][C]0.274361[/C][C]2.0531[/C][C]0.022371[/C][/ROW]
[ROW][C]14[/C][C]0.219309[/C][C]1.6412[/C][C]0.053185[/C][/ROW]
[ROW][C]15[/C][C]0.162468[/C][C]1.2158[/C][C]0.114581[/C][/ROW]
[ROW][C]16[/C][C]0.104859[/C][C]0.7847[/C][C]0.21797[/C][/ROW]
[ROW][C]17[/C][C]0.049425[/C][C]0.3699[/C][C]0.356441[/C][/ROW]
[ROW][C]18[/C][C]-0.008056[/C][C]-0.0603[/C][C]0.476071[/C][/ROW]
[ROW][C]19[/C][C]-0.067583[/C][C]-0.5057[/C][C]0.30751[/C][/ROW]
[ROW][C]20[/C][C]-0.123913[/C][C]-0.9273[/C][C]0.17888[/C][/ROW]
[ROW][C]21[/C][C]-0.170524[/C][C]-1.2761[/C][C]0.103596[/C][/ROW]
[ROW][C]22[/C][C]-0.202558[/C][C]-1.5158[/C][C]0.067597[/C][/ROW]
[ROW][C]23[/C][C]-0.229476[/C][C]-1.7172[/C][C]0.045731[/C][/ROW]
[ROW][C]24[/C][C]-0.252174[/C][C]-1.8871[/C][C]0.032167[/C][/ROW]
[ROW][C]25[/C][C]-0.271419[/C][C]-2.0311[/C][C]0.0235[/C][/ROW]
[ROW][C]26[/C][C]-0.286701[/C][C]-2.1455[/C][C]0.018133[/C][/ROW]
[ROW][C]27[/C][C]-0.302238[/C][C]-2.2617[/C][C]0.013807[/C][/ROW]
[ROW][C]28[/C][C]-0.313299[/C][C]-2.3445[/C][C]0.011312[/C][/ROW]
[ROW][C]29[/C][C]-0.324872[/C][C]-2.4311[/C][C]0.009139[/C][/ROW]
[ROW][C]30[/C][C]-0.334783[/C][C]-2.5053[/C][C]0.007585[/C][/ROW]
[ROW][C]31[/C][C]-0.345972[/C][C]-2.589[/C][C]0.006121[/C][/ROW]
[ROW][C]32[/C][C]-0.355243[/C][C]-2.6584[/C][C]0.005108[/C][/ROW]
[ROW][C]33[/C][C]-0.362852[/C][C]-2.7153[/C][C]0.004394[/C][/ROW]
[ROW][C]34[/C][C]-0.368031[/C][C]-2.7541[/C][C]0.003961[/C][/ROW]
[ROW][C]35[/C][C]-0.367839[/C][C]-2.7527[/C][C]0.003977[/C][/ROW]
[ROW][C]36[/C][C]-0.360742[/C][C]-2.6995[/C][C]0.004582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105580&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105580&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	0.955818	7.1527	0
2	0.907673	6.7924	0
3	0.853005	6.3833	0
4	0.800639	5.9914	0
5	0.745972	5.5823	0
6	0.694373	5.1962	1e-06
7	0.639962	4.789	6e-06
8	0.581714	4.3531	2.9e-05
9	0.519373	3.8866	0.000136
10	0.458184	3.4287	0.000572
11	0.398402	2.9814	0.002121
12	0.33555	2.511	0.007476
13	0.274361	2.0531	0.022371
14	0.219309	1.6412	0.053185
15	0.162468	1.2158	0.114581
16	0.104859	0.7847	0.21797
17	0.049425	0.3699	0.356441
18	-0.008056	-0.0603	0.476071
19	-0.067583	-0.5057	0.30751
20	-0.123913	-0.9273	0.17888
21	-0.170524	-1.2761	0.103596
22	-0.202558	-1.5158	0.067597
23	-0.229476	-1.7172	0.045731
24	-0.252174	-1.8871	0.032167
25	-0.271419	-2.0311	0.0235
26	-0.286701	-2.1455	0.018133
27	-0.302238	-2.2617	0.013807
28	-0.313299	-2.3445	0.011312
29	-0.324872	-2.4311	0.009139
30	-0.334783	-2.5053	0.007585
31	-0.345972	-2.589	0.006121
32	-0.355243	-2.6584	0.005108
33	-0.362852	-2.7153	0.004394
34	-0.368031	-2.7541	0.003961
35	-0.367839	-2.7527	0.003977
36	-0.360742	-2.6995	0.004582

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.955818	7.1527	0
2	-0.068466	-0.5124	0.30521
3	-0.099099	-0.7416	0.230718
4	0.003417	0.0256	0.489845
5	-0.053188	-0.398	0.346063
6	0.002507	0.0188	0.49255
7	-0.061949	-0.4636	0.322372
8	-0.082284	-0.6158	0.270276
9	-0.07498	-0.5611	0.288485
10	-0.021749	-0.1628	0.435647
11	-0.020877	-0.1562	0.438207
12	-0.085895	-0.6428	0.261496
13	-0.027245	-0.2039	0.419593
14	0.029053	0.2174	0.414339
15	-0.07261	-0.5434	0.294517
16	-0.05975	-0.4471	0.328253
17	-0.021641	-0.1619	0.435966
18	-0.082404	-0.6167	0.269981
19	-0.078171	-0.585	0.280456
20	-0.020176	-0.151	0.440266
21	0.044844	0.3356	0.369221
22	0.106562	0.7974	0.214283
23	0.000287	0.0021	0.499147
24	-0.012346	-0.0924	0.46336
25	-0.004337	-0.0325	0.487112
26	0.014094	0.1055	0.45819
27	-0.037121	-0.2778	0.391098
28	-0.01497	-0.112	0.455603
29	-0.06335	-0.4741	0.318648
30	-0.032188	-0.2409	0.405267
31	-0.057945	-0.4336	0.333115
32	-0.035209	-0.2635	0.396575
33	-0.024188	-0.181	0.428509
34	-0.009881	-0.0739	0.47066
35	0.037755	0.2825	0.38929
36	0.037261	0.2788	0.390698

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.955818 & 7.1527 & 0 \tabularnewline
2 & -0.068466 & -0.5124 & 0.30521 \tabularnewline
3 & -0.099099 & -0.7416 & 0.230718 \tabularnewline
4 & 0.003417 & 0.0256 & 0.489845 \tabularnewline
5 & -0.053188 & -0.398 & 0.346063 \tabularnewline
6 & 0.002507 & 0.0188 & 0.49255 \tabularnewline
7 & -0.061949 & -0.4636 & 0.322372 \tabularnewline
8 & -0.082284 & -0.6158 & 0.270276 \tabularnewline
9 & -0.07498 & -0.5611 & 0.288485 \tabularnewline
10 & -0.021749 & -0.1628 & 0.435647 \tabularnewline
11 & -0.020877 & -0.1562 & 0.438207 \tabularnewline
12 & -0.085895 & -0.6428 & 0.261496 \tabularnewline
13 & -0.027245 & -0.2039 & 0.419593 \tabularnewline
14 & 0.029053 & 0.2174 & 0.414339 \tabularnewline
15 & -0.07261 & -0.5434 & 0.294517 \tabularnewline
16 & -0.05975 & -0.4471 & 0.328253 \tabularnewline
17 & -0.021641 & -0.1619 & 0.435966 \tabularnewline
18 & -0.082404 & -0.6167 & 0.269981 \tabularnewline
19 & -0.078171 & -0.585 & 0.280456 \tabularnewline
20 & -0.020176 & -0.151 & 0.440266 \tabularnewline
21 & 0.044844 & 0.3356 & 0.369221 \tabularnewline
22 & 0.106562 & 0.7974 & 0.214283 \tabularnewline
23 & 0.000287 & 0.0021 & 0.499147 \tabularnewline
24 & -0.012346 & -0.0924 & 0.46336 \tabularnewline
25 & -0.004337 & -0.0325 & 0.487112 \tabularnewline
26 & 0.014094 & 0.1055 & 0.45819 \tabularnewline
27 & -0.037121 & -0.2778 & 0.391098 \tabularnewline
28 & -0.01497 & -0.112 & 0.455603 \tabularnewline
29 & -0.06335 & -0.4741 & 0.318648 \tabularnewline
30 & -0.032188 & -0.2409 & 0.405267 \tabularnewline
31 & -0.057945 & -0.4336 & 0.333115 \tabularnewline
32 & -0.035209 & -0.2635 & 0.396575 \tabularnewline
33 & -0.024188 & -0.181 & 0.428509 \tabularnewline
34 & -0.009881 & -0.0739 & 0.47066 \tabularnewline
35 & 0.037755 & 0.2825 & 0.38929 \tabularnewline
36 & 0.037261 & 0.2788 & 0.390698 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105580&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]0.955818[/C][C]7.1527[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.068466[/C][C]-0.5124[/C][C]0.30521[/C][/ROW]
[ROW][C]3[/C][C]-0.099099[/C][C]-0.7416[/C][C]0.230718[/C][/ROW]
[ROW][C]4[/C][C]0.003417[/C][C]0.0256[/C][C]0.489845[/C][/ROW]
[ROW][C]5[/C][C]-0.053188[/C][C]-0.398[/C][C]0.346063[/C][/ROW]
[ROW][C]6[/C][C]0.002507[/C][C]0.0188[/C][C]0.49255[/C][/ROW]
[ROW][C]7[/C][C]-0.061949[/C][C]-0.4636[/C][C]0.322372[/C][/ROW]
[ROW][C]8[/C][C]-0.082284[/C][C]-0.6158[/C][C]0.270276[/C][/ROW]
[ROW][C]9[/C][C]-0.07498[/C][C]-0.5611[/C][C]0.288485[/C][/ROW]
[ROW][C]10[/C][C]-0.021749[/C][C]-0.1628[/C][C]0.435647[/C][/ROW]
[ROW][C]11[/C][C]-0.020877[/C][C]-0.1562[/C][C]0.438207[/C][/ROW]
[ROW][C]12[/C][C]-0.085895[/C][C]-0.6428[/C][C]0.261496[/C][/ROW]
[ROW][C]13[/C][C]-0.027245[/C][C]-0.2039[/C][C]0.419593[/C][/ROW]
[ROW][C]14[/C][C]0.029053[/C][C]0.2174[/C][C]0.414339[/C][/ROW]
[ROW][C]15[/C][C]-0.07261[/C][C]-0.5434[/C][C]0.294517[/C][/ROW]
[ROW][C]16[/C][C]-0.05975[/C][C]-0.4471[/C][C]0.328253[/C][/ROW]
[ROW][C]17[/C][C]-0.021641[/C][C]-0.1619[/C][C]0.435966[/C][/ROW]
[ROW][C]18[/C][C]-0.082404[/C][C]-0.6167[/C][C]0.269981[/C][/ROW]
[ROW][C]19[/C][C]-0.078171[/C][C]-0.585[/C][C]0.280456[/C][/ROW]
[ROW][C]20[/C][C]-0.020176[/C][C]-0.151[/C][C]0.440266[/C][/ROW]
[ROW][C]21[/C][C]0.044844[/C][C]0.3356[/C][C]0.369221[/C][/ROW]
[ROW][C]22[/C][C]0.106562[/C][C]0.7974[/C][C]0.214283[/C][/ROW]
[ROW][C]23[/C][C]0.000287[/C][C]0.0021[/C][C]0.499147[/C][/ROW]
[ROW][C]24[/C][C]-0.012346[/C][C]-0.0924[/C][C]0.46336[/C][/ROW]
[ROW][C]25[/C][C]-0.004337[/C][C]-0.0325[/C][C]0.487112[/C][/ROW]
[ROW][C]26[/C][C]0.014094[/C][C]0.1055[/C][C]0.45819[/C][/ROW]
[ROW][C]27[/C][C]-0.037121[/C][C]-0.2778[/C][C]0.391098[/C][/ROW]
[ROW][C]28[/C][C]-0.01497[/C][C]-0.112[/C][C]0.455603[/C][/ROW]
[ROW][C]29[/C][C]-0.06335[/C][C]-0.4741[/C][C]0.318648[/C][/ROW]
[ROW][C]30[/C][C]-0.032188[/C][C]-0.2409[/C][C]0.405267[/C][/ROW]
[ROW][C]31[/C][C]-0.057945[/C][C]-0.4336[/C][C]0.333115[/C][/ROW]
[ROW][C]32[/C][C]-0.035209[/C][C]-0.2635[/C][C]0.396575[/C][/ROW]
[ROW][C]33[/C][C]-0.024188[/C][C]-0.181[/C][C]0.428509[/C][/ROW]
[ROW][C]34[/C][C]-0.009881[/C][C]-0.0739[/C][C]0.47066[/C][/ROW]
[ROW][C]35[/C][C]0.037755[/C][C]0.2825[/C][C]0.38929[/C][/ROW]
[ROW][C]36[/C][C]0.037261[/C][C]0.2788[/C][C]0.390698[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105580&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105580&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	0.955818	7.1527	0
2	-0.068466	-0.5124	0.30521
3	-0.099099	-0.7416	0.230718
4	0.003417	0.0256	0.489845
5	-0.053188	-0.398	0.346063
6	0.002507	0.0188	0.49255
7	-0.061949	-0.4636	0.322372
8	-0.082284	-0.6158	0.270276
9	-0.07498	-0.5611	0.288485
10	-0.021749	-0.1628	0.435647
11	-0.020877	-0.1562	0.438207
12	-0.085895	-0.6428	0.261496
13	-0.027245	-0.2039	0.419593
14	0.029053	0.2174	0.414339
15	-0.07261	-0.5434	0.294517
16	-0.05975	-0.4471	0.328253
17	-0.021641	-0.1619	0.435966
18	-0.082404	-0.6167	0.269981
19	-0.078171	-0.585	0.280456
20	-0.020176	-0.151	0.440266
21	0.044844	0.3356	0.369221
22	0.106562	0.7974	0.214283
23	0.000287	0.0021	0.499147
24	-0.012346	-0.0924	0.46336
25	-0.004337	-0.0325	0.487112
26	0.014094	0.1055	0.45819
27	-0.037121	-0.2778	0.391098
28	-0.01497	-0.112	0.455603
29	-0.06335	-0.4741	0.318648
30	-0.032188	-0.2409	0.405267
31	-0.057945	-0.4336	0.333115
32	-0.035209	-0.2635	0.396575
33	-0.024188	-0.181	0.428509
34	-0.009881	-0.0739	0.47066
35	0.037755	0.2825	0.38929
36	0.037261	0.2788	0.390698

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 = 0 ; par5 = 12 ; par6 = White Noise ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = ;

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