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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 06 Dec 2010 13:29:52 +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/t12916420699ai6gob0pjr7wr4.htm/, Retrieved Sun, 28 Apr 2024 23:09:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105581, Retrieved Sun, 28 Apr 2024 23:09:15 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

139

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]
-   P       [(Partial) Autocorrelation Function] [ACF chocopasta me...] [2008-12-18 11:38:58] [f77c9ab3b413812d7baee6b7ec69a15d]
-  MPD          [(Partial) Autocorrelation Function] [autocorrelatie na...] [2010-12-06 13:29:52] [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	'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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105581&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105581&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105581&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.345975	2.5658	0.006524
2	0.203954	1.5126	0.068058
3	0.119181	0.8839	0.190307
4	0.190917	1.4159	0.081224
5	0.05536	0.4106	0.341496
6	0.050919	0.3776	0.353581
7	0.148048	1.098	0.138504
8	0.169	1.2533	0.107692
9	0.048216	0.3576	0.361013
10	0.029002	0.2151	0.415249
11	0.075346	0.5588	0.289289
12	0.005347	0.0397	0.484256
13	-0.028641	-0.2124	0.416287
14	-0.033082	-0.2453	0.403554
15	-0.139092	-1.0315	0.153403
16	-0.031344	-0.2325	0.408525
17	-0.010392	-0.0771	0.469424
18	-0.014833	-0.11	0.456404
19	-0.135617	-1.0058	0.159468
20	-0.169605	-1.2578	0.106885
21	-0.030001	-0.2225	0.412377
22	-0.063989	-0.4746	0.318492
23	-0.159381	-1.182	0.121146
24	-0.077025	-0.5712	0.285084
25	-0.121632	-0.902	0.185483
26	-0.10068	-0.7467	0.229224
27	-0.170679	-1.2658	0.105462
28	-0.07355	-0.5455	0.293821
29	-0.092764	-0.688	0.247185
30	0.004365	0.0324	0.487146
31	-0.116419	-0.8634	0.195837
32	-0.084848	-0.6293	0.265894
33	-0.154848	-1.1484	0.127891
34	-0.036481	-0.2706	0.393874
35	0.026945	0.1998	0.421174
36	-0.032435	-0.2405	0.405401

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.345975 & 2.5658 & 0.006524 \tabularnewline
2 & 0.203954 & 1.5126 & 0.068058 \tabularnewline
3 & 0.119181 & 0.8839 & 0.190307 \tabularnewline
4 & 0.190917 & 1.4159 & 0.081224 \tabularnewline
5 & 0.05536 & 0.4106 & 0.341496 \tabularnewline
6 & 0.050919 & 0.3776 & 0.353581 \tabularnewline
7 & 0.148048 & 1.098 & 0.138504 \tabularnewline
8 & 0.169 & 1.2533 & 0.107692 \tabularnewline
9 & 0.048216 & 0.3576 & 0.361013 \tabularnewline
10 & 0.029002 & 0.2151 & 0.415249 \tabularnewline
11 & 0.075346 & 0.5588 & 0.289289 \tabularnewline
12 & 0.005347 & 0.0397 & 0.484256 \tabularnewline
13 & -0.028641 & -0.2124 & 0.416287 \tabularnewline
14 & -0.033082 & -0.2453 & 0.403554 \tabularnewline
15 & -0.139092 & -1.0315 & 0.153403 \tabularnewline
16 & -0.031344 & -0.2325 & 0.408525 \tabularnewline
17 & -0.010392 & -0.0771 & 0.469424 \tabularnewline
18 & -0.014833 & -0.11 & 0.456404 \tabularnewline
19 & -0.135617 & -1.0058 & 0.159468 \tabularnewline
20 & -0.169605 & -1.2578 & 0.106885 \tabularnewline
21 & -0.030001 & -0.2225 & 0.412377 \tabularnewline
22 & -0.063989 & -0.4746 & 0.318492 \tabularnewline
23 & -0.159381 & -1.182 & 0.121146 \tabularnewline
24 & -0.077025 & -0.5712 & 0.285084 \tabularnewline
25 & -0.121632 & -0.902 & 0.185483 \tabularnewline
26 & -0.10068 & -0.7467 & 0.229224 \tabularnewline
27 & -0.170679 & -1.2658 & 0.105462 \tabularnewline
28 & -0.07355 & -0.5455 & 0.293821 \tabularnewline
29 & -0.092764 & -0.688 & 0.247185 \tabularnewline
30 & 0.004365 & 0.0324 & 0.487146 \tabularnewline
31 & -0.116419 & -0.8634 & 0.195837 \tabularnewline
32 & -0.084848 & -0.6293 & 0.265894 \tabularnewline
33 & -0.154848 & -1.1484 & 0.127891 \tabularnewline
34 & -0.036481 & -0.2706 & 0.393874 \tabularnewline
35 & 0.026945 & 0.1998 & 0.421174 \tabularnewline
36 & -0.032435 & -0.2405 & 0.405401 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105581&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]0.345975[/C][C]2.5658[/C][C]0.006524[/C][/ROW]
[ROW][C]2[/C][C]0.203954[/C][C]1.5126[/C][C]0.068058[/C][/ROW]
[ROW][C]3[/C][C]0.119181[/C][C]0.8839[/C][C]0.190307[/C][/ROW]
[ROW][C]4[/C][C]0.190917[/C][C]1.4159[/C][C]0.081224[/C][/ROW]
[ROW][C]5[/C][C]0.05536[/C][C]0.4106[/C][C]0.341496[/C][/ROW]
[ROW][C]6[/C][C]0.050919[/C][C]0.3776[/C][C]0.353581[/C][/ROW]
[ROW][C]7[/C][C]0.148048[/C][C]1.098[/C][C]0.138504[/C][/ROW]
[ROW][C]8[/C][C]0.169[/C][C]1.2533[/C][C]0.107692[/C][/ROW]
[ROW][C]9[/C][C]0.048216[/C][C]0.3576[/C][C]0.361013[/C][/ROW]
[ROW][C]10[/C][C]0.029002[/C][C]0.2151[/C][C]0.415249[/C][/ROW]
[ROW][C]11[/C][C]0.075346[/C][C]0.5588[/C][C]0.289289[/C][/ROW]
[ROW][C]12[/C][C]0.005347[/C][C]0.0397[/C][C]0.484256[/C][/ROW]
[ROW][C]13[/C][C]-0.028641[/C][C]-0.2124[/C][C]0.416287[/C][/ROW]
[ROW][C]14[/C][C]-0.033082[/C][C]-0.2453[/C][C]0.403554[/C][/ROW]
[ROW][C]15[/C][C]-0.139092[/C][C]-1.0315[/C][C]0.153403[/C][/ROW]
[ROW][C]16[/C][C]-0.031344[/C][C]-0.2325[/C][C]0.408525[/C][/ROW]
[ROW][C]17[/C][C]-0.010392[/C][C]-0.0771[/C][C]0.469424[/C][/ROW]
[ROW][C]18[/C][C]-0.014833[/C][C]-0.11[/C][C]0.456404[/C][/ROW]
[ROW][C]19[/C][C]-0.135617[/C][C]-1.0058[/C][C]0.159468[/C][/ROW]
[ROW][C]20[/C][C]-0.169605[/C][C]-1.2578[/C][C]0.106885[/C][/ROW]
[ROW][C]21[/C][C]-0.030001[/C][C]-0.2225[/C][C]0.412377[/C][/ROW]
[ROW][C]22[/C][C]-0.063989[/C][C]-0.4746[/C][C]0.318492[/C][/ROW]
[ROW][C]23[/C][C]-0.159381[/C][C]-1.182[/C][C]0.121146[/C][/ROW]
[ROW][C]24[/C][C]-0.077025[/C][C]-0.5712[/C][C]0.285084[/C][/ROW]
[ROW][C]25[/C][C]-0.121632[/C][C]-0.902[/C][C]0.185483[/C][/ROW]
[ROW][C]26[/C][C]-0.10068[/C][C]-0.7467[/C][C]0.229224[/C][/ROW]
[ROW][C]27[/C][C]-0.170679[/C][C]-1.2658[/C][C]0.105462[/C][/ROW]
[ROW][C]28[/C][C]-0.07355[/C][C]-0.5455[/C][C]0.293821[/C][/ROW]
[ROW][C]29[/C][C]-0.092764[/C][C]-0.688[/C][C]0.247185[/C][/ROW]
[ROW][C]30[/C][C]0.004365[/C][C]0.0324[/C][C]0.487146[/C][/ROW]
[ROW][C]31[/C][C]-0.116419[/C][C]-0.8634[/C][C]0.195837[/C][/ROW]
[ROW][C]32[/C][C]-0.084848[/C][C]-0.6293[/C][C]0.265894[/C][/ROW]
[ROW][C]33[/C][C]-0.154848[/C][C]-1.1484[/C][C]0.127891[/C][/ROW]
[ROW][C]34[/C][C]-0.036481[/C][C]-0.2706[/C][C]0.393874[/C][/ROW]
[ROW][C]35[/C][C]0.026945[/C][C]0.1998[/C][C]0.421174[/C][/ROW]
[ROW][C]36[/C][C]-0.032435[/C][C]-0.2405[/C][C]0.405401[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105581&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105581&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	0.345975	2.5658	0.006524
2	0.203954	1.5126	0.068058
3	0.119181	0.8839	0.190307
4	0.190917	1.4159	0.081224
5	0.05536	0.4106	0.341496
6	0.050919	0.3776	0.353581
7	0.148048	1.098	0.138504
8	0.169	1.2533	0.107692
9	0.048216	0.3576	0.361013
10	0.029002	0.2151	0.415249
11	0.075346	0.5588	0.289289
12	0.005347	0.0397	0.484256
13	-0.028641	-0.2124	0.416287
14	-0.033082	-0.2453	0.403554
15	-0.139092	-1.0315	0.153403
16	-0.031344	-0.2325	0.408525
17	-0.010392	-0.0771	0.469424
18	-0.014833	-0.11	0.456404
19	-0.135617	-1.0058	0.159468
20	-0.169605	-1.2578	0.106885
21	-0.030001	-0.2225	0.412377
22	-0.063989	-0.4746	0.318492
23	-0.159381	-1.182	0.121146
24	-0.077025	-0.5712	0.285084
25	-0.121632	-0.902	0.185483
26	-0.10068	-0.7467	0.229224
27	-0.170679	-1.2658	0.105462
28	-0.07355	-0.5455	0.293821
29	-0.092764	-0.688	0.247185
30	0.004365	0.0324	0.487146
31	-0.116419	-0.8634	0.195837
32	-0.084848	-0.6293	0.265894
33	-0.154848	-1.1484	0.127891
34	-0.036481	-0.2706	0.393874
35	0.026945	0.1998	0.421174
36	-0.032435	-0.2405	0.405401

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.345975	2.5658	0.006524
2	0.095712	0.7098	0.240409
3	0.025518	0.1892	0.425298
4	0.145928	1.0822	0.141937
5	-0.068662	-0.5092	0.306319
6	0.0127	0.0942	0.462653
7	0.142907	1.0598	0.146927
8	0.066383	0.4923	0.312231
9	-0.061551	-0.4565	0.324924
10	-0.004421	-0.0328	0.486981
11	0.036889	0.2736	0.392718
12	-0.069085	-0.5123	0.30523
13	-0.015705	-0.1165	0.453853
14	-0.026707	-0.1981	0.421862
15	-0.192386	-1.4268	0.079649
16	0.088667	0.6576	0.256779
17	0.043328	0.3213	0.37459
18	-0.048447	-0.3593	0.360376
19	-0.110845	-0.822	0.2073
20	-0.11116	-0.8244	0.20664
21	0.10424	0.7731	0.221398
22	-0.003861	-0.0286	0.48863
23	-0.100664	-0.7465	0.229258
24	0.023035	0.1708	0.43249
25	-0.139683	-1.0359	0.152388
26	0.0411	0.3048	0.380833
27	-0.042085	-0.3121	0.378068
28	-0.000732	-0.0054	0.497843
29	-0.059366	-0.4403	0.330734
30	0.093277	0.6918	0.246
31	-0.06369	-0.4723	0.319279
32	-0.057622	-0.4273	0.335403
33	-0.080482	-0.5969	0.276522
34	0.046898	0.3478	0.364657
35	0.077254	0.5729	0.284512
36	-0.000464	-0.0034	0.498632

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.345975 & 2.5658 & 0.006524 \tabularnewline
2 & 0.095712 & 0.7098 & 0.240409 \tabularnewline
3 & 0.025518 & 0.1892 & 0.425298 \tabularnewline
4 & 0.145928 & 1.0822 & 0.141937 \tabularnewline
5 & -0.068662 & -0.5092 & 0.306319 \tabularnewline
6 & 0.0127 & 0.0942 & 0.462653 \tabularnewline
7 & 0.142907 & 1.0598 & 0.146927 \tabularnewline
8 & 0.066383 & 0.4923 & 0.312231 \tabularnewline
9 & -0.061551 & -0.4565 & 0.324924 \tabularnewline
10 & -0.004421 & -0.0328 & 0.486981 \tabularnewline
11 & 0.036889 & 0.2736 & 0.392718 \tabularnewline
12 & -0.069085 & -0.5123 & 0.30523 \tabularnewline
13 & -0.015705 & -0.1165 & 0.453853 \tabularnewline
14 & -0.026707 & -0.1981 & 0.421862 \tabularnewline
15 & -0.192386 & -1.4268 & 0.079649 \tabularnewline
16 & 0.088667 & 0.6576 & 0.256779 \tabularnewline
17 & 0.043328 & 0.3213 & 0.37459 \tabularnewline
18 & -0.048447 & -0.3593 & 0.360376 \tabularnewline
19 & -0.110845 & -0.822 & 0.2073 \tabularnewline
20 & -0.11116 & -0.8244 & 0.20664 \tabularnewline
21 & 0.10424 & 0.7731 & 0.221398 \tabularnewline
22 & -0.003861 & -0.0286 & 0.48863 \tabularnewline
23 & -0.100664 & -0.7465 & 0.229258 \tabularnewline
24 & 0.023035 & 0.1708 & 0.43249 \tabularnewline
25 & -0.139683 & -1.0359 & 0.152388 \tabularnewline
26 & 0.0411 & 0.3048 & 0.380833 \tabularnewline
27 & -0.042085 & -0.3121 & 0.378068 \tabularnewline
28 & -0.000732 & -0.0054 & 0.497843 \tabularnewline
29 & -0.059366 & -0.4403 & 0.330734 \tabularnewline
30 & 0.093277 & 0.6918 & 0.246 \tabularnewline
31 & -0.06369 & -0.4723 & 0.319279 \tabularnewline
32 & -0.057622 & -0.4273 & 0.335403 \tabularnewline
33 & -0.080482 & -0.5969 & 0.276522 \tabularnewline
34 & 0.046898 & 0.3478 & 0.364657 \tabularnewline
35 & 0.077254 & 0.5729 & 0.284512 \tabularnewline
36 & -0.000464 & -0.0034 & 0.498632 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105581&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]0.345975[/C][C]2.5658[/C][C]0.006524[/C][/ROW]
[ROW][C]2[/C][C]0.095712[/C][C]0.7098[/C][C]0.240409[/C][/ROW]
[ROW][C]3[/C][C]0.025518[/C][C]0.1892[/C][C]0.425298[/C][/ROW]
[ROW][C]4[/C][C]0.145928[/C][C]1.0822[/C][C]0.141937[/C][/ROW]
[ROW][C]5[/C][C]-0.068662[/C][C]-0.5092[/C][C]0.306319[/C][/ROW]
[ROW][C]6[/C][C]0.0127[/C][C]0.0942[/C][C]0.462653[/C][/ROW]
[ROW][C]7[/C][C]0.142907[/C][C]1.0598[/C][C]0.146927[/C][/ROW]
[ROW][C]8[/C][C]0.066383[/C][C]0.4923[/C][C]0.312231[/C][/ROW]
[ROW][C]9[/C][C]-0.061551[/C][C]-0.4565[/C][C]0.324924[/C][/ROW]
[ROW][C]10[/C][C]-0.004421[/C][C]-0.0328[/C][C]0.486981[/C][/ROW]
[ROW][C]11[/C][C]0.036889[/C][C]0.2736[/C][C]0.392718[/C][/ROW]
[ROW][C]12[/C][C]-0.069085[/C][C]-0.5123[/C][C]0.30523[/C][/ROW]
[ROW][C]13[/C][C]-0.015705[/C][C]-0.1165[/C][C]0.453853[/C][/ROW]
[ROW][C]14[/C][C]-0.026707[/C][C]-0.1981[/C][C]0.421862[/C][/ROW]
[ROW][C]15[/C][C]-0.192386[/C][C]-1.4268[/C][C]0.079649[/C][/ROW]
[ROW][C]16[/C][C]0.088667[/C][C]0.6576[/C][C]0.256779[/C][/ROW]
[ROW][C]17[/C][C]0.043328[/C][C]0.3213[/C][C]0.37459[/C][/ROW]
[ROW][C]18[/C][C]-0.048447[/C][C]-0.3593[/C][C]0.360376[/C][/ROW]
[ROW][C]19[/C][C]-0.110845[/C][C]-0.822[/C][C]0.2073[/C][/ROW]
[ROW][C]20[/C][C]-0.11116[/C][C]-0.8244[/C][C]0.20664[/C][/ROW]
[ROW][C]21[/C][C]0.10424[/C][C]0.7731[/C][C]0.221398[/C][/ROW]
[ROW][C]22[/C][C]-0.003861[/C][C]-0.0286[/C][C]0.48863[/C][/ROW]
[ROW][C]23[/C][C]-0.100664[/C][C]-0.7465[/C][C]0.229258[/C][/ROW]
[ROW][C]24[/C][C]0.023035[/C][C]0.1708[/C][C]0.43249[/C][/ROW]
[ROW][C]25[/C][C]-0.139683[/C][C]-1.0359[/C][C]0.152388[/C][/ROW]
[ROW][C]26[/C][C]0.0411[/C][C]0.3048[/C][C]0.380833[/C][/ROW]
[ROW][C]27[/C][C]-0.042085[/C][C]-0.3121[/C][C]0.378068[/C][/ROW]
[ROW][C]28[/C][C]-0.000732[/C][C]-0.0054[/C][C]0.497843[/C][/ROW]
[ROW][C]29[/C][C]-0.059366[/C][C]-0.4403[/C][C]0.330734[/C][/ROW]
[ROW][C]30[/C][C]0.093277[/C][C]0.6918[/C][C]0.246[/C][/ROW]
[ROW][C]31[/C][C]-0.06369[/C][C]-0.4723[/C][C]0.319279[/C][/ROW]
[ROW][C]32[/C][C]-0.057622[/C][C]-0.4273[/C][C]0.335403[/C][/ROW]
[ROW][C]33[/C][C]-0.080482[/C][C]-0.5969[/C][C]0.276522[/C][/ROW]
[ROW][C]34[/C][C]0.046898[/C][C]0.3478[/C][C]0.364657[/C][/ROW]
[ROW][C]35[/C][C]0.077254[/C][C]0.5729[/C][C]0.284512[/C][/ROW]
[ROW][C]36[/C][C]-0.000464[/C][C]-0.0034[/C][C]0.498632[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105581&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105581&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	0.345975	2.5658	0.006524
2	0.095712	0.7098	0.240409
3	0.025518	0.1892	0.425298
4	0.145928	1.0822	0.141937
5	-0.068662	-0.5092	0.306319
6	0.0127	0.0942	0.462653
7	0.142907	1.0598	0.146927
8	0.066383	0.4923	0.312231
9	-0.061551	-0.4565	0.324924
10	-0.004421	-0.0328	0.486981
11	0.036889	0.2736	0.392718
12	-0.069085	-0.5123	0.30523
13	-0.015705	-0.1165	0.453853
14	-0.026707	-0.1981	0.421862
15	-0.192386	-1.4268	0.079649
16	0.088667	0.6576	0.256779
17	0.043328	0.3213	0.37459
18	-0.048447	-0.3593	0.360376
19	-0.110845	-0.822	0.2073
20	-0.11116	-0.8244	0.20664
21	0.10424	0.7731	0.221398
22	-0.003861	-0.0286	0.48863
23	-0.100664	-0.7465	0.229258
24	0.023035	0.1708	0.43249
25	-0.139683	-1.0359	0.152388
26	0.0411	0.3048	0.380833
27	-0.042085	-0.3121	0.378068
28	-0.000732	-0.0054	0.497843
29	-0.059366	-0.4403	0.330734
30	0.093277	0.6918	0.246
31	-0.06369	-0.4723	0.319279
32	-0.057622	-0.4273	0.335403
33	-0.080482	-0.5969	0.276522
34	0.046898	0.3478	0.364657
35	0.077254	0.5729	0.284512
36	-0.000464	-0.0034	0.498632

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 ; par6 = White Noise ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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