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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 04:39:18 -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/12/t1229082078ex8sn3t5hbcc5gx.htm/, Retrieved Fri, 17 May 2024 06:38:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32578, Retrieved Fri, 17 May 2024 06:38:21 +0000

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-       [(Partial) Autocorrelation Function] [Autocorrelation f...] [2008-12-12 11:39:18] [6aa66640011d9b98524a5838bcf7301d] [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	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=32578&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=32578&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32578&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	-0.488892	-4.0315	7.1e-05
2	0.101217	0.8347	0.203416
3	-0.1668	-1.3755	0.08675
4	0.123613	1.0193	0.155827
5	-0.074928	-0.6179	0.269362
6	0.055562	0.4582	0.324142
7	-0.057181	-0.4715	0.319387
8	-0.022668	-0.1869	0.426139
9	0.045831	0.3779	0.353328
10	0.010914	0.09	0.464277
11	0.120659	0.995	0.161637
12	-0.252767	-2.0844	0.020443
13	0.127871	1.0545	0.147704
14	-0.005082	-0.0419	0.483349
15	-0.035694	-0.2943	0.384696
16	-0.056685	-0.4674	0.320842
17	0.187593	1.5469	0.063261
18	-0.084386	-0.6959	0.244443
19	-0.043129	-0.3557	0.361601
20	-0.074427	-0.6137	0.270716
21	0.173174	1.428	0.07893
22	-0.097878	-0.8071	0.211205
23	0.180973	1.4923	0.070118
24	-0.270374	-2.2296	0.014541
25	0.123285	1.0166	0.156466
26	-0.116719	-0.9625	0.169608
27	0.221793	1.829	0.035896
28	-0.132124	-1.0895	0.139885
29	-0.038397	-0.3166	0.376247
30	0.04137	0.3411	0.367024
31	0.043393	0.3578	0.36079
32	0.06751	0.5567	0.289779
33	-0.135223	-1.1151	0.134371
34	0.064408	0.5311	0.298532
35	-0.085537	-0.7054	0.2415
36	0.101745	0.839	0.202201

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.488892 & -4.0315 & 7.1e-05 \tabularnewline
2 & 0.101217 & 0.8347 & 0.203416 \tabularnewline
3 & -0.1668 & -1.3755 & 0.08675 \tabularnewline
4 & 0.123613 & 1.0193 & 0.155827 \tabularnewline
5 & -0.074928 & -0.6179 & 0.269362 \tabularnewline
6 & 0.055562 & 0.4582 & 0.324142 \tabularnewline
7 & -0.057181 & -0.4715 & 0.319387 \tabularnewline
8 & -0.022668 & -0.1869 & 0.426139 \tabularnewline
9 & 0.045831 & 0.3779 & 0.353328 \tabularnewline
10 & 0.010914 & 0.09 & 0.464277 \tabularnewline
11 & 0.120659 & 0.995 & 0.161637 \tabularnewline
12 & -0.252767 & -2.0844 & 0.020443 \tabularnewline
13 & 0.127871 & 1.0545 & 0.147704 \tabularnewline
14 & -0.005082 & -0.0419 & 0.483349 \tabularnewline
15 & -0.035694 & -0.2943 & 0.384696 \tabularnewline
16 & -0.056685 & -0.4674 & 0.320842 \tabularnewline
17 & 0.187593 & 1.5469 & 0.063261 \tabularnewline
18 & -0.084386 & -0.6959 & 0.244443 \tabularnewline
19 & -0.043129 & -0.3557 & 0.361601 \tabularnewline
20 & -0.074427 & -0.6137 & 0.270716 \tabularnewline
21 & 0.173174 & 1.428 & 0.07893 \tabularnewline
22 & -0.097878 & -0.8071 & 0.211205 \tabularnewline
23 & 0.180973 & 1.4923 & 0.070118 \tabularnewline
24 & -0.270374 & -2.2296 & 0.014541 \tabularnewline
25 & 0.123285 & 1.0166 & 0.156466 \tabularnewline
26 & -0.116719 & -0.9625 & 0.169608 \tabularnewline
27 & 0.221793 & 1.829 & 0.035896 \tabularnewline
28 & -0.132124 & -1.0895 & 0.139885 \tabularnewline
29 & -0.038397 & -0.3166 & 0.376247 \tabularnewline
30 & 0.04137 & 0.3411 & 0.367024 \tabularnewline
31 & 0.043393 & 0.3578 & 0.36079 \tabularnewline
32 & 0.06751 & 0.5567 & 0.289779 \tabularnewline
33 & -0.135223 & -1.1151 & 0.134371 \tabularnewline
34 & 0.064408 & 0.5311 & 0.298532 \tabularnewline
35 & -0.085537 & -0.7054 & 0.2415 \tabularnewline
36 & 0.101745 & 0.839 & 0.202201 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32578&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]-0.488892[/C][C]-4.0315[/C][C]7.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.101217[/C][C]0.8347[/C][C]0.203416[/C][/ROW]
[ROW][C]3[/C][C]-0.1668[/C][C]-1.3755[/C][C]0.08675[/C][/ROW]
[ROW][C]4[/C][C]0.123613[/C][C]1.0193[/C][C]0.155827[/C][/ROW]
[ROW][C]5[/C][C]-0.074928[/C][C]-0.6179[/C][C]0.269362[/C][/ROW]
[ROW][C]6[/C][C]0.055562[/C][C]0.4582[/C][C]0.324142[/C][/ROW]
[ROW][C]7[/C][C]-0.057181[/C][C]-0.4715[/C][C]0.319387[/C][/ROW]
[ROW][C]8[/C][C]-0.022668[/C][C]-0.1869[/C][C]0.426139[/C][/ROW]
[ROW][C]9[/C][C]0.045831[/C][C]0.3779[/C][C]0.353328[/C][/ROW]
[ROW][C]10[/C][C]0.010914[/C][C]0.09[/C][C]0.464277[/C][/ROW]
[ROW][C]11[/C][C]0.120659[/C][C]0.995[/C][C]0.161637[/C][/ROW]
[ROW][C]12[/C][C]-0.252767[/C][C]-2.0844[/C][C]0.020443[/C][/ROW]
[ROW][C]13[/C][C]0.127871[/C][C]1.0545[/C][C]0.147704[/C][/ROW]
[ROW][C]14[/C][C]-0.005082[/C][C]-0.0419[/C][C]0.483349[/C][/ROW]
[ROW][C]15[/C][C]-0.035694[/C][C]-0.2943[/C][C]0.384696[/C][/ROW]
[ROW][C]16[/C][C]-0.056685[/C][C]-0.4674[/C][C]0.320842[/C][/ROW]
[ROW][C]17[/C][C]0.187593[/C][C]1.5469[/C][C]0.063261[/C][/ROW]
[ROW][C]18[/C][C]-0.084386[/C][C]-0.6959[/C][C]0.244443[/C][/ROW]
[ROW][C]19[/C][C]-0.043129[/C][C]-0.3557[/C][C]0.361601[/C][/ROW]
[ROW][C]20[/C][C]-0.074427[/C][C]-0.6137[/C][C]0.270716[/C][/ROW]
[ROW][C]21[/C][C]0.173174[/C][C]1.428[/C][C]0.07893[/C][/ROW]
[ROW][C]22[/C][C]-0.097878[/C][C]-0.8071[/C][C]0.211205[/C][/ROW]
[ROW][C]23[/C][C]0.180973[/C][C]1.4923[/C][C]0.070118[/C][/ROW]
[ROW][C]24[/C][C]-0.270374[/C][C]-2.2296[/C][C]0.014541[/C][/ROW]
[ROW][C]25[/C][C]0.123285[/C][C]1.0166[/C][C]0.156466[/C][/ROW]
[ROW][C]26[/C][C]-0.116719[/C][C]-0.9625[/C][C]0.169608[/C][/ROW]
[ROW][C]27[/C][C]0.221793[/C][C]1.829[/C][C]0.035896[/C][/ROW]
[ROW][C]28[/C][C]-0.132124[/C][C]-1.0895[/C][C]0.139885[/C][/ROW]
[ROW][C]29[/C][C]-0.038397[/C][C]-0.3166[/C][C]0.376247[/C][/ROW]
[ROW][C]30[/C][C]0.04137[/C][C]0.3411[/C][C]0.367024[/C][/ROW]
[ROW][C]31[/C][C]0.043393[/C][C]0.3578[/C][C]0.36079[/C][/ROW]
[ROW][C]32[/C][C]0.06751[/C][C]0.5567[/C][C]0.289779[/C][/ROW]
[ROW][C]33[/C][C]-0.135223[/C][C]-1.1151[/C][C]0.134371[/C][/ROW]
[ROW][C]34[/C][C]0.064408[/C][C]0.5311[/C][C]0.298532[/C][/ROW]
[ROW][C]35[/C][C]-0.085537[/C][C]-0.7054[/C][C]0.2415[/C][/ROW]
[ROW][C]36[/C][C]0.101745[/C][C]0.839[/C][C]0.202201[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32578&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32578&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	-0.488892	-4.0315	7.1e-05
2	0.101217	0.8347	0.203416
3	-0.1668	-1.3755	0.08675
4	0.123613	1.0193	0.155827
5	-0.074928	-0.6179	0.269362
6	0.055562	0.4582	0.324142
7	-0.057181	-0.4715	0.319387
8	-0.022668	-0.1869	0.426139
9	0.045831	0.3779	0.353328
10	0.010914	0.09	0.464277
11	0.120659	0.995	0.161637
12	-0.252767	-2.0844	0.020443
13	0.127871	1.0545	0.147704
14	-0.005082	-0.0419	0.483349
15	-0.035694	-0.2943	0.384696
16	-0.056685	-0.4674	0.320842
17	0.187593	1.5469	0.063261
18	-0.084386	-0.6959	0.244443
19	-0.043129	-0.3557	0.361601
20	-0.074427	-0.6137	0.270716
21	0.173174	1.428	0.07893
22	-0.097878	-0.8071	0.211205
23	0.180973	1.4923	0.070118
24	-0.270374	-2.2296	0.014541
25	0.123285	1.0166	0.156466
26	-0.116719	-0.9625	0.169608
27	0.221793	1.829	0.035896
28	-0.132124	-1.0895	0.139885
29	-0.038397	-0.3166	0.376247
30	0.04137	0.3411	0.367024
31	0.043393	0.3578	0.36079
32	0.06751	0.5567	0.289779
33	-0.135223	-1.1151	0.134371
34	0.064408	0.5311	0.298532
35	-0.085537	-0.7054	0.2415
36	0.101745	0.839	0.202201

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.488892	-4.0315	7.1e-05
2	-0.181078	-1.4932	0.070004
3	-0.267492	-2.2058	0.015391
4	-0.113544	-0.9363	0.176214
5	-0.114704	-0.9459	0.173782
6	-0.066372	-0.5473	0.292976
7	-0.08079	-0.6662	0.253765
8	-0.148629	-1.2256	0.112283
9	-0.071133	-0.5866	0.279715
10	-0.033473	-0.276	0.391682
11	0.166316	1.3715	0.087367
12	-0.128341	-1.0583	0.146825
13	-0.078544	-0.6477	0.259684
14	0.022929	0.1891	0.425297
15	-0.121128	-0.9988	0.160705
16	-0.172025	-1.4186	0.080298
17	0.098473	0.812	0.209804
18	0.092024	0.7589	0.225282
19	-0.070434	-0.5808	0.281644
20	-0.207083	-1.7077	0.046132
21	0.045741	0.3772	0.353604
22	-0.000754	-0.0062	0.497528
23	0.257694	2.125	0.018612
24	-0.097585	-0.8047	0.211897
25	-0.066765	-0.5506	0.291869
26	-0.114718	-0.946	0.173752
27	0.02597	0.2142	0.415534
28	-0.03606	-0.2974	0.383549
29	-0.03788	-0.3124	0.377859
30	0.073296	0.6044	0.273791
31	-0.008708	-0.0718	0.471482
32	0.050927	0.42	0.33792
33	0.022107	0.1823	0.427944
34	-0.018168	-0.1498	0.440677
35	0.062272	0.5135	0.304631
36	0.01368	0.1128	0.455256

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.488892 & -4.0315 & 7.1e-05 \tabularnewline
2 & -0.181078 & -1.4932 & 0.070004 \tabularnewline
3 & -0.267492 & -2.2058 & 0.015391 \tabularnewline
4 & -0.113544 & -0.9363 & 0.176214 \tabularnewline
5 & -0.114704 & -0.9459 & 0.173782 \tabularnewline
6 & -0.066372 & -0.5473 & 0.292976 \tabularnewline
7 & -0.08079 & -0.6662 & 0.253765 \tabularnewline
8 & -0.148629 & -1.2256 & 0.112283 \tabularnewline
9 & -0.071133 & -0.5866 & 0.279715 \tabularnewline
10 & -0.033473 & -0.276 & 0.391682 \tabularnewline
11 & 0.166316 & 1.3715 & 0.087367 \tabularnewline
12 & -0.128341 & -1.0583 & 0.146825 \tabularnewline
13 & -0.078544 & -0.6477 & 0.259684 \tabularnewline
14 & 0.022929 & 0.1891 & 0.425297 \tabularnewline
15 & -0.121128 & -0.9988 & 0.160705 \tabularnewline
16 & -0.172025 & -1.4186 & 0.080298 \tabularnewline
17 & 0.098473 & 0.812 & 0.209804 \tabularnewline
18 & 0.092024 & 0.7589 & 0.225282 \tabularnewline
19 & -0.070434 & -0.5808 & 0.281644 \tabularnewline
20 & -0.207083 & -1.7077 & 0.046132 \tabularnewline
21 & 0.045741 & 0.3772 & 0.353604 \tabularnewline
22 & -0.000754 & -0.0062 & 0.497528 \tabularnewline
23 & 0.257694 & 2.125 & 0.018612 \tabularnewline
24 & -0.097585 & -0.8047 & 0.211897 \tabularnewline
25 & -0.066765 & -0.5506 & 0.291869 \tabularnewline
26 & -0.114718 & -0.946 & 0.173752 \tabularnewline
27 & 0.02597 & 0.2142 & 0.415534 \tabularnewline
28 & -0.03606 & -0.2974 & 0.383549 \tabularnewline
29 & -0.03788 & -0.3124 & 0.377859 \tabularnewline
30 & 0.073296 & 0.6044 & 0.273791 \tabularnewline
31 & -0.008708 & -0.0718 & 0.471482 \tabularnewline
32 & 0.050927 & 0.42 & 0.33792 \tabularnewline
33 & 0.022107 & 0.1823 & 0.427944 \tabularnewline
34 & -0.018168 & -0.1498 & 0.440677 \tabularnewline
35 & 0.062272 & 0.5135 & 0.304631 \tabularnewline
36 & 0.01368 & 0.1128 & 0.455256 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32578&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]-0.488892[/C][C]-4.0315[/C][C]7.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.181078[/C][C]-1.4932[/C][C]0.070004[/C][/ROW]
[ROW][C]3[/C][C]-0.267492[/C][C]-2.2058[/C][C]0.015391[/C][/ROW]
[ROW][C]4[/C][C]-0.113544[/C][C]-0.9363[/C][C]0.176214[/C][/ROW]
[ROW][C]5[/C][C]-0.114704[/C][C]-0.9459[/C][C]0.173782[/C][/ROW]
[ROW][C]6[/C][C]-0.066372[/C][C]-0.5473[/C][C]0.292976[/C][/ROW]
[ROW][C]7[/C][C]-0.08079[/C][C]-0.6662[/C][C]0.253765[/C][/ROW]
[ROW][C]8[/C][C]-0.148629[/C][C]-1.2256[/C][C]0.112283[/C][/ROW]
[ROW][C]9[/C][C]-0.071133[/C][C]-0.5866[/C][C]0.279715[/C][/ROW]
[ROW][C]10[/C][C]-0.033473[/C][C]-0.276[/C][C]0.391682[/C][/ROW]
[ROW][C]11[/C][C]0.166316[/C][C]1.3715[/C][C]0.087367[/C][/ROW]
[ROW][C]12[/C][C]-0.128341[/C][C]-1.0583[/C][C]0.146825[/C][/ROW]
[ROW][C]13[/C][C]-0.078544[/C][C]-0.6477[/C][C]0.259684[/C][/ROW]
[ROW][C]14[/C][C]0.022929[/C][C]0.1891[/C][C]0.425297[/C][/ROW]
[ROW][C]15[/C][C]-0.121128[/C][C]-0.9988[/C][C]0.160705[/C][/ROW]
[ROW][C]16[/C][C]-0.172025[/C][C]-1.4186[/C][C]0.080298[/C][/ROW]
[ROW][C]17[/C][C]0.098473[/C][C]0.812[/C][C]0.209804[/C][/ROW]
[ROW][C]18[/C][C]0.092024[/C][C]0.7589[/C][C]0.225282[/C][/ROW]
[ROW][C]19[/C][C]-0.070434[/C][C]-0.5808[/C][C]0.281644[/C][/ROW]
[ROW][C]20[/C][C]-0.207083[/C][C]-1.7077[/C][C]0.046132[/C][/ROW]
[ROW][C]21[/C][C]0.045741[/C][C]0.3772[/C][C]0.353604[/C][/ROW]
[ROW][C]22[/C][C]-0.000754[/C][C]-0.0062[/C][C]0.497528[/C][/ROW]
[ROW][C]23[/C][C]0.257694[/C][C]2.125[/C][C]0.018612[/C][/ROW]
[ROW][C]24[/C][C]-0.097585[/C][C]-0.8047[/C][C]0.211897[/C][/ROW]
[ROW][C]25[/C][C]-0.066765[/C][C]-0.5506[/C][C]0.291869[/C][/ROW]
[ROW][C]26[/C][C]-0.114718[/C][C]-0.946[/C][C]0.173752[/C][/ROW]
[ROW][C]27[/C][C]0.02597[/C][C]0.2142[/C][C]0.415534[/C][/ROW]
[ROW][C]28[/C][C]-0.03606[/C][C]-0.2974[/C][C]0.383549[/C][/ROW]
[ROW][C]29[/C][C]-0.03788[/C][C]-0.3124[/C][C]0.377859[/C][/ROW]
[ROW][C]30[/C][C]0.073296[/C][C]0.6044[/C][C]0.273791[/C][/ROW]
[ROW][C]31[/C][C]-0.008708[/C][C]-0.0718[/C][C]0.471482[/C][/ROW]
[ROW][C]32[/C][C]0.050927[/C][C]0.42[/C][C]0.33792[/C][/ROW]
[ROW][C]33[/C][C]0.022107[/C][C]0.1823[/C][C]0.427944[/C][/ROW]
[ROW][C]34[/C][C]-0.018168[/C][C]-0.1498[/C][C]0.440677[/C][/ROW]
[ROW][C]35[/C][C]0.062272[/C][C]0.5135[/C][C]0.304631[/C][/ROW]
[ROW][C]36[/C][C]0.01368[/C][C]0.1128[/C][C]0.455256[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32578&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32578&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	-0.488892	-4.0315	7.1e-05
2	-0.181078	-1.4932	0.070004
3	-0.267492	-2.2058	0.015391
4	-0.113544	-0.9363	0.176214
5	-0.114704	-0.9459	0.173782
6	-0.066372	-0.5473	0.292976
7	-0.08079	-0.6662	0.253765
8	-0.148629	-1.2256	0.112283
9	-0.071133	-0.5866	0.279715
10	-0.033473	-0.276	0.391682
11	0.166316	1.3715	0.087367
12	-0.128341	-1.0583	0.146825
13	-0.078544	-0.6477	0.259684
14	0.022929	0.1891	0.425297
15	-0.121128	-0.9988	0.160705
16	-0.172025	-1.4186	0.080298
17	0.098473	0.812	0.209804
18	0.092024	0.7589	0.225282
19	-0.070434	-0.5808	0.281644
20	-0.207083	-1.7077	0.046132
21	0.045741	0.3772	0.353604
22	-0.000754	-0.0062	0.497528
23	0.257694	2.125	0.018612
24	-0.097585	-0.8047	0.211897
25	-0.066765	-0.5506	0.291869
26	-0.114718	-0.946	0.173752
27	0.02597	0.2142	0.415534
28	-0.03606	-0.2974	0.383549
29	-0.03788	-0.3124	0.377859
30	0.073296	0.6044	0.273791
31	-0.008708	-0.0718	0.471482
32	0.050927	0.42	0.33792
33	0.022107	0.1823	0.427944
34	-0.018168	-0.1498	0.440677
35	0.062272	0.5135	0.304631
36	0.01368	0.1128	0.455256

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