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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 02:03:28 -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/Dec/07/t1228640633urakb2o8mzasv11.htm/, Retrieved Fri, 17 May 2024 07:01:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29822, Retrieved Fri, 17 May 2024 07:01:15 +0000

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Estimated Impact

218

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

-     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-04 16:31:14] [c94d7012e41b73cfa20d93e879679ede]
-   P     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-07 09:03:28] [32a7b12f2bdf14b45f7a9a96ba1ab98d] [Current]
- RMP       [Spectral Analysis] [Spectral Analysis] [2008-12-07 09:43:08] [c94d7012e41b73cfa20d93e879679ede] 

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29822&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29822&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29822&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.028248	-0.1937	0.423639
2	0.012334	0.0846	0.466486
3	0.020239	0.1388	0.44512
4	-0.027093	-0.1857	0.426723
5	-0.08185	-0.5611	0.288685
6	-0.046971	-0.322	0.374435
7	-0.000198	-0.0014	0.499461
8	-0.058733	-0.4026	0.344516
9	0.116261	0.797	0.214717
10	-0.196611	-1.3479	0.092076
11	0.054564	0.3741	0.355017
12	-0.200142	-1.3721	0.088272
13	-0.10183	-0.6981	0.244274
14	0.029309	0.2009	0.420808
15	-0.005969	-0.0409	0.483765
16	-0.017505	-0.12	0.452493
17	-0.101864	-0.6983	0.244201
18	0.168813	1.1573	0.126494
19	0.075867	0.5201	0.302712
20	0.118612	0.8132	0.210112
21	-0.004015	-0.0275	0.489078
22	0.001588	0.0109	0.49568
23	0.094372	0.647	0.260396
24	-0.191646	-1.3139	0.097635
25	-0.081461	-0.5585	0.289587
26	-0.17898	-1.227	0.112962
27	0.08706	0.5969	0.276735
28	-0.070579	-0.4839	0.315364
29	0.100559	0.6894	0.246982
30	-0.060778	-0.4167	0.339406
31	-0.077206	-0.5293	0.299546
32	0.057986	0.3975	0.346388
33	-0.087823	-0.6021	0.275006
34	0.012998	0.0891	0.464686
35	-0.021638	-0.1483	0.441352
36	-0.018511	-0.1269	0.449777

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.028248 & -0.1937 & 0.423639 \tabularnewline
2 & 0.012334 & 0.0846 & 0.466486 \tabularnewline
3 & 0.020239 & 0.1388 & 0.44512 \tabularnewline
4 & -0.027093 & -0.1857 & 0.426723 \tabularnewline
5 & -0.08185 & -0.5611 & 0.288685 \tabularnewline
6 & -0.046971 & -0.322 & 0.374435 \tabularnewline
7 & -0.000198 & -0.0014 & 0.499461 \tabularnewline
8 & -0.058733 & -0.4026 & 0.344516 \tabularnewline
9 & 0.116261 & 0.797 & 0.214717 \tabularnewline
10 & -0.196611 & -1.3479 & 0.092076 \tabularnewline
11 & 0.054564 & 0.3741 & 0.355017 \tabularnewline
12 & -0.200142 & -1.3721 & 0.088272 \tabularnewline
13 & -0.10183 & -0.6981 & 0.244274 \tabularnewline
14 & 0.029309 & 0.2009 & 0.420808 \tabularnewline
15 & -0.005969 & -0.0409 & 0.483765 \tabularnewline
16 & -0.017505 & -0.12 & 0.452493 \tabularnewline
17 & -0.101864 & -0.6983 & 0.244201 \tabularnewline
18 & 0.168813 & 1.1573 & 0.126494 \tabularnewline
19 & 0.075867 & 0.5201 & 0.302712 \tabularnewline
20 & 0.118612 & 0.8132 & 0.210112 \tabularnewline
21 & -0.004015 & -0.0275 & 0.489078 \tabularnewline
22 & 0.001588 & 0.0109 & 0.49568 \tabularnewline
23 & 0.094372 & 0.647 & 0.260396 \tabularnewline
24 & -0.191646 & -1.3139 & 0.097635 \tabularnewline
25 & -0.081461 & -0.5585 & 0.289587 \tabularnewline
26 & -0.17898 & -1.227 & 0.112962 \tabularnewline
27 & 0.08706 & 0.5969 & 0.276735 \tabularnewline
28 & -0.070579 & -0.4839 & 0.315364 \tabularnewline
29 & 0.100559 & 0.6894 & 0.246982 \tabularnewline
30 & -0.060778 & -0.4167 & 0.339406 \tabularnewline
31 & -0.077206 & -0.5293 & 0.299546 \tabularnewline
32 & 0.057986 & 0.3975 & 0.346388 \tabularnewline
33 & -0.087823 & -0.6021 & 0.275006 \tabularnewline
34 & 0.012998 & 0.0891 & 0.464686 \tabularnewline
35 & -0.021638 & -0.1483 & 0.441352 \tabularnewline
36 & -0.018511 & -0.1269 & 0.449777 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29822&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]-0.028248[/C][C]-0.1937[/C][C]0.423639[/C][/ROW]
[ROW][C]2[/C][C]0.012334[/C][C]0.0846[/C][C]0.466486[/C][/ROW]
[ROW][C]3[/C][C]0.020239[/C][C]0.1388[/C][C]0.44512[/C][/ROW]
[ROW][C]4[/C][C]-0.027093[/C][C]-0.1857[/C][C]0.426723[/C][/ROW]
[ROW][C]5[/C][C]-0.08185[/C][C]-0.5611[/C][C]0.288685[/C][/ROW]
[ROW][C]6[/C][C]-0.046971[/C][C]-0.322[/C][C]0.374435[/C][/ROW]
[ROW][C]7[/C][C]-0.000198[/C][C]-0.0014[/C][C]0.499461[/C][/ROW]
[ROW][C]8[/C][C]-0.058733[/C][C]-0.4026[/C][C]0.344516[/C][/ROW]
[ROW][C]9[/C][C]0.116261[/C][C]0.797[/C][C]0.214717[/C][/ROW]
[ROW][C]10[/C][C]-0.196611[/C][C]-1.3479[/C][C]0.092076[/C][/ROW]
[ROW][C]11[/C][C]0.054564[/C][C]0.3741[/C][C]0.355017[/C][/ROW]
[ROW][C]12[/C][C]-0.200142[/C][C]-1.3721[/C][C]0.088272[/C][/ROW]
[ROW][C]13[/C][C]-0.10183[/C][C]-0.6981[/C][C]0.244274[/C][/ROW]
[ROW][C]14[/C][C]0.029309[/C][C]0.2009[/C][C]0.420808[/C][/ROW]
[ROW][C]15[/C][C]-0.005969[/C][C]-0.0409[/C][C]0.483765[/C][/ROW]
[ROW][C]16[/C][C]-0.017505[/C][C]-0.12[/C][C]0.452493[/C][/ROW]
[ROW][C]17[/C][C]-0.101864[/C][C]-0.6983[/C][C]0.244201[/C][/ROW]
[ROW][C]18[/C][C]0.168813[/C][C]1.1573[/C][C]0.126494[/C][/ROW]
[ROW][C]19[/C][C]0.075867[/C][C]0.5201[/C][C]0.302712[/C][/ROW]
[ROW][C]20[/C][C]0.118612[/C][C]0.8132[/C][C]0.210112[/C][/ROW]
[ROW][C]21[/C][C]-0.004015[/C][C]-0.0275[/C][C]0.489078[/C][/ROW]
[ROW][C]22[/C][C]0.001588[/C][C]0.0109[/C][C]0.49568[/C][/ROW]
[ROW][C]23[/C][C]0.094372[/C][C]0.647[/C][C]0.260396[/C][/ROW]
[ROW][C]24[/C][C]-0.191646[/C][C]-1.3139[/C][C]0.097635[/C][/ROW]
[ROW][C]25[/C][C]-0.081461[/C][C]-0.5585[/C][C]0.289587[/C][/ROW]
[ROW][C]26[/C][C]-0.17898[/C][C]-1.227[/C][C]0.112962[/C][/ROW]
[ROW][C]27[/C][C]0.08706[/C][C]0.5969[/C][C]0.276735[/C][/ROW]
[ROW][C]28[/C][C]-0.070579[/C][C]-0.4839[/C][C]0.315364[/C][/ROW]
[ROW][C]29[/C][C]0.100559[/C][C]0.6894[/C][C]0.246982[/C][/ROW]
[ROW][C]30[/C][C]-0.060778[/C][C]-0.4167[/C][C]0.339406[/C][/ROW]
[ROW][C]31[/C][C]-0.077206[/C][C]-0.5293[/C][C]0.299546[/C][/ROW]
[ROW][C]32[/C][C]0.057986[/C][C]0.3975[/C][C]0.346388[/C][/ROW]
[ROW][C]33[/C][C]-0.087823[/C][C]-0.6021[/C][C]0.275006[/C][/ROW]
[ROW][C]34[/C][C]0.012998[/C][C]0.0891[/C][C]0.464686[/C][/ROW]
[ROW][C]35[/C][C]-0.021638[/C][C]-0.1483[/C][C]0.441352[/C][/ROW]
[ROW][C]36[/C][C]-0.018511[/C][C]-0.1269[/C][C]0.449777[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29822&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29822&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	-0.028248	-0.1937	0.423639
2	0.012334	0.0846	0.466486
3	0.020239	0.1388	0.44512
4	-0.027093	-0.1857	0.426723
5	-0.08185	-0.5611	0.288685
6	-0.046971	-0.322	0.374435
7	-0.000198	-0.0014	0.499461
8	-0.058733	-0.4026	0.344516
9	0.116261	0.797	0.214717
10	-0.196611	-1.3479	0.092076
11	0.054564	0.3741	0.355017
12	-0.200142	-1.3721	0.088272
13	-0.10183	-0.6981	0.244274
14	0.029309	0.2009	0.420808
15	-0.005969	-0.0409	0.483765
16	-0.017505	-0.12	0.452493
17	-0.101864	-0.6983	0.244201
18	0.168813	1.1573	0.126494
19	0.075867	0.5201	0.302712
20	0.118612	0.8132	0.210112
21	-0.004015	-0.0275	0.489078
22	0.001588	0.0109	0.49568
23	0.094372	0.647	0.260396
24	-0.191646	-1.3139	0.097635
25	-0.081461	-0.5585	0.289587
26	-0.17898	-1.227	0.112962
27	0.08706	0.5969	0.276735
28	-0.070579	-0.4839	0.315364
29	0.100559	0.6894	0.246982
30	-0.060778	-0.4167	0.339406
31	-0.077206	-0.5293	0.299546
32	0.057986	0.3975	0.346388
33	-0.087823	-0.6021	0.275006
34	0.012998	0.0891	0.464686
35	-0.021638	-0.1483	0.441352
36	-0.018511	-0.1269	0.449777

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.028248	-0.1937	0.423639
2	0.011545	0.0792	0.468625
3	0.020929	0.1435	0.443262
4	-0.026117	-0.1791	0.429333
5	-0.08401	-0.5759	0.283702
6	-0.051952	-0.3562	0.361655
7	-1.3e-05	-1e-04	0.499964
8	-0.055346	-0.3794	0.353039
9	0.111553	0.7648	0.224117
10	-0.203428	-1.3946	0.084842
11	0.042493	0.2913	0.386044
12	-0.223481	-1.5321	0.0661
13	-0.105027	-0.72	0.237537
14	0.021229	0.1455	0.442454
15	-0.02405	-0.1649	0.434874
16	-0.043174	-0.296	0.384272
17	-0.15399	-1.0557	0.148251
18	0.101979	0.6991	0.243958
19	0.125883	0.863	0.196258
20	0.066564	0.4563	0.325123
21	0.040901	0.2804	0.390201
22	-0.094283	-0.6464	0.260592
23	0.1029	0.7054	0.242007
24	-0.221472	-1.5183	0.067814
25	-0.118656	-0.8135	0.210027
26	-0.207286	-1.4211	0.080948
27	0.025373	0.1739	0.431326
28	-0.051225	-0.3512	0.363511
29	0.02575	0.1765	0.430316
30	-0.060897	-0.4175	0.339112
31	-0.032949	-0.2259	0.411134
32	0.070032	0.4801	0.316687
33	-0.014792	-0.1014	0.459828
34	-0.088076	-0.6038	0.274434
35	0.054435	0.3732	0.355344
36	-0.23388	-1.6034	0.057773

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.028248 & -0.1937 & 0.423639 \tabularnewline
2 & 0.011545 & 0.0792 & 0.468625 \tabularnewline
3 & 0.020929 & 0.1435 & 0.443262 \tabularnewline
4 & -0.026117 & -0.1791 & 0.429333 \tabularnewline
5 & -0.08401 & -0.5759 & 0.283702 \tabularnewline
6 & -0.051952 & -0.3562 & 0.361655 \tabularnewline
7 & -1.3e-05 & -1e-04 & 0.499964 \tabularnewline
8 & -0.055346 & -0.3794 & 0.353039 \tabularnewline
9 & 0.111553 & 0.7648 & 0.224117 \tabularnewline
10 & -0.203428 & -1.3946 & 0.084842 \tabularnewline
11 & 0.042493 & 0.2913 & 0.386044 \tabularnewline
12 & -0.223481 & -1.5321 & 0.0661 \tabularnewline
13 & -0.105027 & -0.72 & 0.237537 \tabularnewline
14 & 0.021229 & 0.1455 & 0.442454 \tabularnewline
15 & -0.02405 & -0.1649 & 0.434874 \tabularnewline
16 & -0.043174 & -0.296 & 0.384272 \tabularnewline
17 & -0.15399 & -1.0557 & 0.148251 \tabularnewline
18 & 0.101979 & 0.6991 & 0.243958 \tabularnewline
19 & 0.125883 & 0.863 & 0.196258 \tabularnewline
20 & 0.066564 & 0.4563 & 0.325123 \tabularnewline
21 & 0.040901 & 0.2804 & 0.390201 \tabularnewline
22 & -0.094283 & -0.6464 & 0.260592 \tabularnewline
23 & 0.1029 & 0.7054 & 0.242007 \tabularnewline
24 & -0.221472 & -1.5183 & 0.067814 \tabularnewline
25 & -0.118656 & -0.8135 & 0.210027 \tabularnewline
26 & -0.207286 & -1.4211 & 0.080948 \tabularnewline
27 & 0.025373 & 0.1739 & 0.431326 \tabularnewline
28 & -0.051225 & -0.3512 & 0.363511 \tabularnewline
29 & 0.02575 & 0.1765 & 0.430316 \tabularnewline
30 & -0.060897 & -0.4175 & 0.339112 \tabularnewline
31 & -0.032949 & -0.2259 & 0.411134 \tabularnewline
32 & 0.070032 & 0.4801 & 0.316687 \tabularnewline
33 & -0.014792 & -0.1014 & 0.459828 \tabularnewline
34 & -0.088076 & -0.6038 & 0.274434 \tabularnewline
35 & 0.054435 & 0.3732 & 0.355344 \tabularnewline
36 & -0.23388 & -1.6034 & 0.057773 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29822&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]-0.028248[/C][C]-0.1937[/C][C]0.423639[/C][/ROW]
[ROW][C]2[/C][C]0.011545[/C][C]0.0792[/C][C]0.468625[/C][/ROW]
[ROW][C]3[/C][C]0.020929[/C][C]0.1435[/C][C]0.443262[/C][/ROW]
[ROW][C]4[/C][C]-0.026117[/C][C]-0.1791[/C][C]0.429333[/C][/ROW]
[ROW][C]5[/C][C]-0.08401[/C][C]-0.5759[/C][C]0.283702[/C][/ROW]
[ROW][C]6[/C][C]-0.051952[/C][C]-0.3562[/C][C]0.361655[/C][/ROW]
[ROW][C]7[/C][C]-1.3e-05[/C][C]-1e-04[/C][C]0.499964[/C][/ROW]
[ROW][C]8[/C][C]-0.055346[/C][C]-0.3794[/C][C]0.353039[/C][/ROW]
[ROW][C]9[/C][C]0.111553[/C][C]0.7648[/C][C]0.224117[/C][/ROW]
[ROW][C]10[/C][C]-0.203428[/C][C]-1.3946[/C][C]0.084842[/C][/ROW]
[ROW][C]11[/C][C]0.042493[/C][C]0.2913[/C][C]0.386044[/C][/ROW]
[ROW][C]12[/C][C]-0.223481[/C][C]-1.5321[/C][C]0.0661[/C][/ROW]
[ROW][C]13[/C][C]-0.105027[/C][C]-0.72[/C][C]0.237537[/C][/ROW]
[ROW][C]14[/C][C]0.021229[/C][C]0.1455[/C][C]0.442454[/C][/ROW]
[ROW][C]15[/C][C]-0.02405[/C][C]-0.1649[/C][C]0.434874[/C][/ROW]
[ROW][C]16[/C][C]-0.043174[/C][C]-0.296[/C][C]0.384272[/C][/ROW]
[ROW][C]17[/C][C]-0.15399[/C][C]-1.0557[/C][C]0.148251[/C][/ROW]
[ROW][C]18[/C][C]0.101979[/C][C]0.6991[/C][C]0.243958[/C][/ROW]
[ROW][C]19[/C][C]0.125883[/C][C]0.863[/C][C]0.196258[/C][/ROW]
[ROW][C]20[/C][C]0.066564[/C][C]0.4563[/C][C]0.325123[/C][/ROW]
[ROW][C]21[/C][C]0.040901[/C][C]0.2804[/C][C]0.390201[/C][/ROW]
[ROW][C]22[/C][C]-0.094283[/C][C]-0.6464[/C][C]0.260592[/C][/ROW]
[ROW][C]23[/C][C]0.1029[/C][C]0.7054[/C][C]0.242007[/C][/ROW]
[ROW][C]24[/C][C]-0.221472[/C][C]-1.5183[/C][C]0.067814[/C][/ROW]
[ROW][C]25[/C][C]-0.118656[/C][C]-0.8135[/C][C]0.210027[/C][/ROW]
[ROW][C]26[/C][C]-0.207286[/C][C]-1.4211[/C][C]0.080948[/C][/ROW]
[ROW][C]27[/C][C]0.025373[/C][C]0.1739[/C][C]0.431326[/C][/ROW]
[ROW][C]28[/C][C]-0.051225[/C][C]-0.3512[/C][C]0.363511[/C][/ROW]
[ROW][C]29[/C][C]0.02575[/C][C]0.1765[/C][C]0.430316[/C][/ROW]
[ROW][C]30[/C][C]-0.060897[/C][C]-0.4175[/C][C]0.339112[/C][/ROW]
[ROW][C]31[/C][C]-0.032949[/C][C]-0.2259[/C][C]0.411134[/C][/ROW]
[ROW][C]32[/C][C]0.070032[/C][C]0.4801[/C][C]0.316687[/C][/ROW]
[ROW][C]33[/C][C]-0.014792[/C][C]-0.1014[/C][C]0.459828[/C][/ROW]
[ROW][C]34[/C][C]-0.088076[/C][C]-0.6038[/C][C]0.274434[/C][/ROW]
[ROW][C]35[/C][C]0.054435[/C][C]0.3732[/C][C]0.355344[/C][/ROW]
[ROW][C]36[/C][C]-0.23388[/C][C]-1.6034[/C][C]0.057773[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29822&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29822&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	-0.028248	-0.1937	0.423639
2	0.011545	0.0792	0.468625
3	0.020929	0.1435	0.443262
4	-0.026117	-0.1791	0.429333
5	-0.08401	-0.5759	0.283702
6	-0.051952	-0.3562	0.361655
7	-1.3e-05	-1e-04	0.499964
8	-0.055346	-0.3794	0.353039
9	0.111553	0.7648	0.224117
10	-0.203428	-1.3946	0.084842
11	0.042493	0.2913	0.386044
12	-0.223481	-1.5321	0.0661
13	-0.105027	-0.72	0.237537
14	0.021229	0.1455	0.442454
15	-0.02405	-0.1649	0.434874
16	-0.043174	-0.296	0.384272
17	-0.15399	-1.0557	0.148251
18	0.101979	0.6991	0.243958
19	0.125883	0.863	0.196258
20	0.066564	0.4563	0.325123
21	0.040901	0.2804	0.390201
22	-0.094283	-0.6464	0.260592
23	0.1029	0.7054	0.242007
24	-0.221472	-1.5183	0.067814
25	-0.118656	-0.8135	0.210027
26	-0.207286	-1.4211	0.080948
27	0.025373	0.1739	0.431326
28	-0.051225	-0.3512	0.363511
29	0.02575	0.1765	0.430316
30	-0.060897	-0.4175	0.339112
31	-0.032949	-0.2259	0.411134
32	0.070032	0.4801	0.316687
33	-0.014792	-0.1014	0.459828
34	-0.088076	-0.6038	0.274434
35	0.054435	0.3732	0.355344
36	-0.23388	-1.6034	0.057773

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