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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 08:45:41 -0700

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/2008/Dec/06/t12285783989uhgacar2dy27sg.htm/, Retrieved Fri, 17 May 2024 04:19:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29708, Retrieved Fri, 17 May 2024 04:19:52 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

225

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:44:00] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D    [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:52:29] [063e4b67ad7d3a8a83eccec794cd5aa7]
F    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:45:41] [6797a1f4a60918966297e9d9220cabc2] [Current]

Feedback Forum

2008-12-15 18:41:06 [Jeroen Michel] [reply] 
Ook hier stelt de student vast dat er een langetermijn trend valt op te tekenen en dat deze kunnen worden weggewerkt met een nieuwe/volgende berekening.Ook hier werden de parameters correct ingesteld.

Post a new message

Dataseries X:

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7.4
7.2
7.1
6.9
6.8
6.8
6.8
6.9
6.7
6.6
6.5
6.4
6.3
6.3
6.3
6.5
6.6
6.5
6.4
6.5
6.7
7.1
7.1
7.2
7.2
7.3
7.3
7.3
7.3
7.4
7.6
7.6
7.6
7.7
7.8
7.9
8.1
8.1
8.1
8.2
8.2
8.2
8.2
8.2
8.2
8.3
8.3
8.4
8.4
8.4
8.3
8
8
8.2
8.6
8.7
8.7
8.5
8.4
8.4
8.4
8.5
8.5
8.5
8.5
8.5
8.4
8.4
8.4
8.5
8.6
8.6
8.6
8.6
8.5
8.4
8.4
8.3
8.2
8.1
8.2
8.1
8
7.9
7.8
7.7
7.7
7.9
7.8
7.6
7.4
7.3
7.1
7.1
7
7
7
6.9
6.8
6.7
6.6
6.6

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	'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29708&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29708&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29708&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.976294	9.8601	0
2	0.940605	9.4996	0
3	0.902898	9.1188	0
4	0.869293	8.7794	0
5	0.838073	8.4641	0
6	0.806055	8.1408	0
7	0.767613	7.7525	0
8	0.722868	7.3006	0
9	0.673049	6.7975	0
10	0.616322	6.2245	0
11	0.560814	5.6639	0
12	0.506408	5.1145	1e-06
13	0.459093	4.6366	5e-06
14	0.416604	4.2075	2.8e-05
15	0.372582	3.7629	0.00014
16	0.320485	3.2367	0.000816
17	0.265755	2.684	0.004245
18	0.211391	2.1349	0.01758
19	0.158496	1.6007	0.056264
20	0.108958	1.1004	0.136869
21	0.06363	0.6426	0.260954
22	0.025318	0.2557	0.399349
23	-0.012378	-0.125	0.450379
24	-0.047635	-0.4811	0.315741
25	-0.082773	-0.836	0.202563
26	-0.116022	-1.1718	0.12201
27	-0.150739	-1.5224	0.065503
28	-0.1813	-1.831	0.035007
29	-0.206788	-2.0885	0.019623
30	-0.227936	-2.302	0.011683
31	-0.242974	-2.4539	0.007913
32	-0.256728	-2.5928	0.005458
33	-0.274271	-2.77	0.003331
34	-0.299154	-3.0213	0.001591
35	-0.326671	-3.2992	0.000668
36	-0.350949	-3.5444	0.000298

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.976294 & 9.8601 & 0 \tabularnewline
2 & 0.940605 & 9.4996 & 0 \tabularnewline
3 & 0.902898 & 9.1188 & 0 \tabularnewline
4 & 0.869293 & 8.7794 & 0 \tabularnewline
5 & 0.838073 & 8.4641 & 0 \tabularnewline
6 & 0.806055 & 8.1408 & 0 \tabularnewline
7 & 0.767613 & 7.7525 & 0 \tabularnewline
8 & 0.722868 & 7.3006 & 0 \tabularnewline
9 & 0.673049 & 6.7975 & 0 \tabularnewline
10 & 0.616322 & 6.2245 & 0 \tabularnewline
11 & 0.560814 & 5.6639 & 0 \tabularnewline
12 & 0.506408 & 5.1145 & 1e-06 \tabularnewline
13 & 0.459093 & 4.6366 & 5e-06 \tabularnewline
14 & 0.416604 & 4.2075 & 2.8e-05 \tabularnewline
15 & 0.372582 & 3.7629 & 0.00014 \tabularnewline
16 & 0.320485 & 3.2367 & 0.000816 \tabularnewline
17 & 0.265755 & 2.684 & 0.004245 \tabularnewline
18 & 0.211391 & 2.1349 & 0.01758 \tabularnewline
19 & 0.158496 & 1.6007 & 0.056264 \tabularnewline
20 & 0.108958 & 1.1004 & 0.136869 \tabularnewline
21 & 0.06363 & 0.6426 & 0.260954 \tabularnewline
22 & 0.025318 & 0.2557 & 0.399349 \tabularnewline
23 & -0.012378 & -0.125 & 0.450379 \tabularnewline
24 & -0.047635 & -0.4811 & 0.315741 \tabularnewline
25 & -0.082773 & -0.836 & 0.202563 \tabularnewline
26 & -0.116022 & -1.1718 & 0.12201 \tabularnewline
27 & -0.150739 & -1.5224 & 0.065503 \tabularnewline
28 & -0.1813 & -1.831 & 0.035007 \tabularnewline
29 & -0.206788 & -2.0885 & 0.019623 \tabularnewline
30 & -0.227936 & -2.302 & 0.011683 \tabularnewline
31 & -0.242974 & -2.4539 & 0.007913 \tabularnewline
32 & -0.256728 & -2.5928 & 0.005458 \tabularnewline
33 & -0.274271 & -2.77 & 0.003331 \tabularnewline
34 & -0.299154 & -3.0213 & 0.001591 \tabularnewline
35 & -0.326671 & -3.2992 & 0.000668 \tabularnewline
36 & -0.350949 & -3.5444 & 0.000298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29708&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]0.976294[/C][C]9.8601[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.940605[/C][C]9.4996[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.902898[/C][C]9.1188[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.869293[/C][C]8.7794[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.838073[/C][C]8.4641[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.806055[/C][C]8.1408[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.767613[/C][C]7.7525[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.722868[/C][C]7.3006[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.673049[/C][C]6.7975[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.616322[/C][C]6.2245[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.560814[/C][C]5.6639[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.506408[/C][C]5.1145[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.459093[/C][C]4.6366[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]0.416604[/C][C]4.2075[/C][C]2.8e-05[/C][/ROW]
[ROW][C]15[/C][C]0.372582[/C][C]3.7629[/C][C]0.00014[/C][/ROW]
[ROW][C]16[/C][C]0.320485[/C][C]3.2367[/C][C]0.000816[/C][/ROW]
[ROW][C]17[/C][C]0.265755[/C][C]2.684[/C][C]0.004245[/C][/ROW]
[ROW][C]18[/C][C]0.211391[/C][C]2.1349[/C][C]0.01758[/C][/ROW]
[ROW][C]19[/C][C]0.158496[/C][C]1.6007[/C][C]0.056264[/C][/ROW]
[ROW][C]20[/C][C]0.108958[/C][C]1.1004[/C][C]0.136869[/C][/ROW]
[ROW][C]21[/C][C]0.06363[/C][C]0.6426[/C][C]0.260954[/C][/ROW]
[ROW][C]22[/C][C]0.025318[/C][C]0.2557[/C][C]0.399349[/C][/ROW]
[ROW][C]23[/C][C]-0.012378[/C][C]-0.125[/C][C]0.450379[/C][/ROW]
[ROW][C]24[/C][C]-0.047635[/C][C]-0.4811[/C][C]0.315741[/C][/ROW]
[ROW][C]25[/C][C]-0.082773[/C][C]-0.836[/C][C]0.202563[/C][/ROW]
[ROW][C]26[/C][C]-0.116022[/C][C]-1.1718[/C][C]0.12201[/C][/ROW]
[ROW][C]27[/C][C]-0.150739[/C][C]-1.5224[/C][C]0.065503[/C][/ROW]
[ROW][C]28[/C][C]-0.1813[/C][C]-1.831[/C][C]0.035007[/C][/ROW]
[ROW][C]29[/C][C]-0.206788[/C][C]-2.0885[/C][C]0.019623[/C][/ROW]
[ROW][C]30[/C][C]-0.227936[/C][C]-2.302[/C][C]0.011683[/C][/ROW]
[ROW][C]31[/C][C]-0.242974[/C][C]-2.4539[/C][C]0.007913[/C][/ROW]
[ROW][C]32[/C][C]-0.256728[/C][C]-2.5928[/C][C]0.005458[/C][/ROW]
[ROW][C]33[/C][C]-0.274271[/C][C]-2.77[/C][C]0.003331[/C][/ROW]
[ROW][C]34[/C][C]-0.299154[/C][C]-3.0213[/C][C]0.001591[/C][/ROW]
[ROW][C]35[/C][C]-0.326671[/C][C]-3.2992[/C][C]0.000668[/C][/ROW]
[ROW][C]36[/C][C]-0.350949[/C][C]-3.5444[/C][C]0.000298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29708&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29708&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	0.976294	9.8601	0
2	0.940605	9.4996	0
3	0.902898	9.1188	0
4	0.869293	8.7794	0
5	0.838073	8.4641	0
6	0.806055	8.1408	0
7	0.767613	7.7525	0
8	0.722868	7.3006	0
9	0.673049	6.7975	0
10	0.616322	6.2245	0
11	0.560814	5.6639	0
12	0.506408	5.1145	1e-06
13	0.459093	4.6366	5e-06
14	0.416604	4.2075	2.8e-05
15	0.372582	3.7629	0.00014
16	0.320485	3.2367	0.000816
17	0.265755	2.684	0.004245
18	0.211391	2.1349	0.01758
19	0.158496	1.6007	0.056264
20	0.108958	1.1004	0.136869
21	0.06363	0.6426	0.260954
22	0.025318	0.2557	0.399349
23	-0.012378	-0.125	0.450379
24	-0.047635	-0.4811	0.315741
25	-0.082773	-0.836	0.202563
26	-0.116022	-1.1718	0.12201
27	-0.150739	-1.5224	0.065503
28	-0.1813	-1.831	0.035007
29	-0.206788	-2.0885	0.019623
30	-0.227936	-2.302	0.011683
31	-0.242974	-2.4539	0.007913
32	-0.256728	-2.5928	0.005458
33	-0.274271	-2.77	0.003331
34	-0.299154	-3.0213	0.001591
35	-0.326671	-3.2992	0.000668
36	-0.350949	-3.5444	0.000298

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.976294	9.8601	0
2	-0.267746	-2.7041	0.004013
3	0.00269	0.0272	0.489191
4	0.080045	0.8084	0.210365
5	-0.012894	-0.1302	0.448323
6	-0.055298	-0.5585	0.28887
7	-0.144085	-1.4552	0.074344
8	-0.093815	-0.9475	0.172815
9	-0.089308	-0.902	0.184599
10	-0.175137	-1.7688	0.039958
11	0.036338	0.367	0.35719
12	-0.050091	-0.5059	0.307011
13	0.113267	1.1439	0.127663
14	0.037268	0.3764	0.353706
15	-0.082026	-0.8284	0.204684
16	-0.138446	-1.3982	0.082537
17	0.005466	0.0552	0.478041
18	-0.023246	-0.2348	0.407427
19	-0.069454	-0.7014	0.242311
20	-0.038379	-0.3876	0.349558
21	0.030978	0.3129	0.377511
22	0.090308	0.9121	0.181942
23	-0.069923	-0.7062	0.240841
24	0.063048	0.6368	0.262857
25	0.010485	0.1059	0.457936
26	0.00184	0.0186	0.492606
27	-0.117529	-1.187	0.118996
28	-0.000668	-0.0067	0.497315
29	0.004601	0.0465	0.481513
30	-0.003254	-0.0329	0.486924
31	0.074627	0.7537	0.226384
32	-0.036896	-0.3726	0.355099
33	-0.132469	-1.3379	0.091957
34	-0.126979	-1.2824	0.1013
35	-0.06758	-0.6825	0.248228
36	0.015242	0.1539	0.438981

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.976294 & 9.8601 & 0 \tabularnewline
2 & -0.267746 & -2.7041 & 0.004013 \tabularnewline
3 & 0.00269 & 0.0272 & 0.489191 \tabularnewline
4 & 0.080045 & 0.8084 & 0.210365 \tabularnewline
5 & -0.012894 & -0.1302 & 0.448323 \tabularnewline
6 & -0.055298 & -0.5585 & 0.28887 \tabularnewline
7 & -0.144085 & -1.4552 & 0.074344 \tabularnewline
8 & -0.093815 & -0.9475 & 0.172815 \tabularnewline
9 & -0.089308 & -0.902 & 0.184599 \tabularnewline
10 & -0.175137 & -1.7688 & 0.039958 \tabularnewline
11 & 0.036338 & 0.367 & 0.35719 \tabularnewline
12 & -0.050091 & -0.5059 & 0.307011 \tabularnewline
13 & 0.113267 & 1.1439 & 0.127663 \tabularnewline
14 & 0.037268 & 0.3764 & 0.353706 \tabularnewline
15 & -0.082026 & -0.8284 & 0.204684 \tabularnewline
16 & -0.138446 & -1.3982 & 0.082537 \tabularnewline
17 & 0.005466 & 0.0552 & 0.478041 \tabularnewline
18 & -0.023246 & -0.2348 & 0.407427 \tabularnewline
19 & -0.069454 & -0.7014 & 0.242311 \tabularnewline
20 & -0.038379 & -0.3876 & 0.349558 \tabularnewline
21 & 0.030978 & 0.3129 & 0.377511 \tabularnewline
22 & 0.090308 & 0.9121 & 0.181942 \tabularnewline
23 & -0.069923 & -0.7062 & 0.240841 \tabularnewline
24 & 0.063048 & 0.6368 & 0.262857 \tabularnewline
25 & 0.010485 & 0.1059 & 0.457936 \tabularnewline
26 & 0.00184 & 0.0186 & 0.492606 \tabularnewline
27 & -0.117529 & -1.187 & 0.118996 \tabularnewline
28 & -0.000668 & -0.0067 & 0.497315 \tabularnewline
29 & 0.004601 & 0.0465 & 0.481513 \tabularnewline
30 & -0.003254 & -0.0329 & 0.486924 \tabularnewline
31 & 0.074627 & 0.7537 & 0.226384 \tabularnewline
32 & -0.036896 & -0.3726 & 0.355099 \tabularnewline
33 & -0.132469 & -1.3379 & 0.091957 \tabularnewline
34 & -0.126979 & -1.2824 & 0.1013 \tabularnewline
35 & -0.06758 & -0.6825 & 0.248228 \tabularnewline
36 & 0.015242 & 0.1539 & 0.438981 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29708&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]0.976294[/C][C]9.8601[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.267746[/C][C]-2.7041[/C][C]0.004013[/C][/ROW]
[ROW][C]3[/C][C]0.00269[/C][C]0.0272[/C][C]0.489191[/C][/ROW]
[ROW][C]4[/C][C]0.080045[/C][C]0.8084[/C][C]0.210365[/C][/ROW]
[ROW][C]5[/C][C]-0.012894[/C][C]-0.1302[/C][C]0.448323[/C][/ROW]
[ROW][C]6[/C][C]-0.055298[/C][C]-0.5585[/C][C]0.28887[/C][/ROW]
[ROW][C]7[/C][C]-0.144085[/C][C]-1.4552[/C][C]0.074344[/C][/ROW]
[ROW][C]8[/C][C]-0.093815[/C][C]-0.9475[/C][C]0.172815[/C][/ROW]
[ROW][C]9[/C][C]-0.089308[/C][C]-0.902[/C][C]0.184599[/C][/ROW]
[ROW][C]10[/C][C]-0.175137[/C][C]-1.7688[/C][C]0.039958[/C][/ROW]
[ROW][C]11[/C][C]0.036338[/C][C]0.367[/C][C]0.35719[/C][/ROW]
[ROW][C]12[/C][C]-0.050091[/C][C]-0.5059[/C][C]0.307011[/C][/ROW]
[ROW][C]13[/C][C]0.113267[/C][C]1.1439[/C][C]0.127663[/C][/ROW]
[ROW][C]14[/C][C]0.037268[/C][C]0.3764[/C][C]0.353706[/C][/ROW]
[ROW][C]15[/C][C]-0.082026[/C][C]-0.8284[/C][C]0.204684[/C][/ROW]
[ROW][C]16[/C][C]-0.138446[/C][C]-1.3982[/C][C]0.082537[/C][/ROW]
[ROW][C]17[/C][C]0.005466[/C][C]0.0552[/C][C]0.478041[/C][/ROW]
[ROW][C]18[/C][C]-0.023246[/C][C]-0.2348[/C][C]0.407427[/C][/ROW]
[ROW][C]19[/C][C]-0.069454[/C][C]-0.7014[/C][C]0.242311[/C][/ROW]
[ROW][C]20[/C][C]-0.038379[/C][C]-0.3876[/C][C]0.349558[/C][/ROW]
[ROW][C]21[/C][C]0.030978[/C][C]0.3129[/C][C]0.377511[/C][/ROW]
[ROW][C]22[/C][C]0.090308[/C][C]0.9121[/C][C]0.181942[/C][/ROW]
[ROW][C]23[/C][C]-0.069923[/C][C]-0.7062[/C][C]0.240841[/C][/ROW]
[ROW][C]24[/C][C]0.063048[/C][C]0.6368[/C][C]0.262857[/C][/ROW]
[ROW][C]25[/C][C]0.010485[/C][C]0.1059[/C][C]0.457936[/C][/ROW]
[ROW][C]26[/C][C]0.00184[/C][C]0.0186[/C][C]0.492606[/C][/ROW]
[ROW][C]27[/C][C]-0.117529[/C][C]-1.187[/C][C]0.118996[/C][/ROW]
[ROW][C]28[/C][C]-0.000668[/C][C]-0.0067[/C][C]0.497315[/C][/ROW]
[ROW][C]29[/C][C]0.004601[/C][C]0.0465[/C][C]0.481513[/C][/ROW]
[ROW][C]30[/C][C]-0.003254[/C][C]-0.0329[/C][C]0.486924[/C][/ROW]
[ROW][C]31[/C][C]0.074627[/C][C]0.7537[/C][C]0.226384[/C][/ROW]
[ROW][C]32[/C][C]-0.036896[/C][C]-0.3726[/C][C]0.355099[/C][/ROW]
[ROW][C]33[/C][C]-0.132469[/C][C]-1.3379[/C][C]0.091957[/C][/ROW]
[ROW][C]34[/C][C]-0.126979[/C][C]-1.2824[/C][C]0.1013[/C][/ROW]
[ROW][C]35[/C][C]-0.06758[/C][C]-0.6825[/C][C]0.248228[/C][/ROW]
[ROW][C]36[/C][C]0.015242[/C][C]0.1539[/C][C]0.438981[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29708&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29708&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	0.976294	9.8601	0
2	-0.267746	-2.7041	0.004013
3	0.00269	0.0272	0.489191
4	0.080045	0.8084	0.210365
5	-0.012894	-0.1302	0.448323
6	-0.055298	-0.5585	0.28887
7	-0.144085	-1.4552	0.074344
8	-0.093815	-0.9475	0.172815
9	-0.089308	-0.902	0.184599
10	-0.175137	-1.7688	0.039958
11	0.036338	0.367	0.35719
12	-0.050091	-0.5059	0.307011
13	0.113267	1.1439	0.127663
14	0.037268	0.3764	0.353706
15	-0.082026	-0.8284	0.204684
16	-0.138446	-1.3982	0.082537
17	0.005466	0.0552	0.478041
18	-0.023246	-0.2348	0.407427
19	-0.069454	-0.7014	0.242311
20	-0.038379	-0.3876	0.349558
21	0.030978	0.3129	0.377511
22	0.090308	0.9121	0.181942
23	-0.069923	-0.7062	0.240841
24	0.063048	0.6368	0.262857
25	0.010485	0.1059	0.457936
26	0.00184	0.0186	0.492606
27	-0.117529	-1.187	0.118996
28	-0.000668	-0.0067	0.497315
29	0.004601	0.0465	0.481513
30	-0.003254	-0.0329	0.486924
31	0.074627	0.7537	0.226384
32	-0.036896	-0.3726	0.355099
33	-0.132469	-1.3379	0.091957
34	-0.126979	-1.2824	0.1013
35	-0.06758	-0.6825	0.248228
36	0.015242	0.1539	0.438981

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

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