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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Dec 2008 15:59:25 -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/17/t1229468472eprxj8n073gffbw.htm/, Retrieved Fri, 17 May 2024 04:09:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34239, Retrieved Fri, 17 May 2024 04:09:09 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

237

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Standard Deviation-Mean Plot] [vraag 5] [2008-11-29 13:37:39] [c45c87b96bbf32ffc2144fc37d767b2e]
- RMPD    [(Partial) Autocorrelation Function] [ACF] [2008-12-12 14:04:37] [c45c87b96bbf32ffc2144fc37d767b2e]
-   P       [(Partial) Autocorrelation Function] [ACF] [2008-12-16 11:38:28] [c45c87b96bbf32ffc2144fc37d767b2e]
-    D          [(Partial) Autocorrelation Function] [acf] [2008-12-16 22:59:25] [3dc594a6c62226e1e98766c4d385bfaa] [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	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=34239&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=34239&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34239&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	0.004868	0.0474	0.481128
2	-0.011288	-0.11	0.456311
3	-0.014584	-0.1421	0.443632
4	0.102932	1.0033	0.159143
5	0.080414	0.7838	0.217558
6	0.085994	0.8382	0.20202
7	0.035546	0.3465	0.364881
8	0.137058	1.3359	0.09239
9	0.135417	1.3199	0.095023
10	-0.089689	-0.8742	0.192113
11	-0.009183	-0.0895	0.464435
12	-0.210666	-2.0533	0.021395
13	0.016992	0.1656	0.434405
14	0.238049	2.3202	0.011235
15	-0.027571	-0.2687	0.39436
16	-0.015954	-0.1555	0.438379
17	-0.062297	-0.6072	0.272584
18	0.070141	0.6837	0.24793
19	0.054013	0.5264	0.299901
20	0.002769	0.027	0.489261
21	0.066679	0.6499	0.258659
22	0.064281	0.6265	0.266235
23	0.166976	1.6275	0.053474
24	-0.105051	-1.0239	0.154238
25	-0.113691	-1.1081	0.135303
26	-0.160423	-1.5636	0.060618
27	0.117605	1.1463	0.12728
28	-0.022109	-0.2155	0.414925
29	0.109165	1.064	0.145011
30	-0.089462	-0.872	0.192712
31	-0.095439	-0.9302	0.177306
32	0.025008	0.2437	0.403977
33	-0.112358	-1.0951	0.138114
34	-0.087205	-0.85	0.198739
35	-0.029526	-0.2878	0.387068
36	0.021643	0.211	0.416688

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.004868 & 0.0474 & 0.481128 \tabularnewline
2 & -0.011288 & -0.11 & 0.456311 \tabularnewline
3 & -0.014584 & -0.1421 & 0.443632 \tabularnewline
4 & 0.102932 & 1.0033 & 0.159143 \tabularnewline
5 & 0.080414 & 0.7838 & 0.217558 \tabularnewline
6 & 0.085994 & 0.8382 & 0.20202 \tabularnewline
7 & 0.035546 & 0.3465 & 0.364881 \tabularnewline
8 & 0.137058 & 1.3359 & 0.09239 \tabularnewline
9 & 0.135417 & 1.3199 & 0.095023 \tabularnewline
10 & -0.089689 & -0.8742 & 0.192113 \tabularnewline
11 & -0.009183 & -0.0895 & 0.464435 \tabularnewline
12 & -0.210666 & -2.0533 & 0.021395 \tabularnewline
13 & 0.016992 & 0.1656 & 0.434405 \tabularnewline
14 & 0.238049 & 2.3202 & 0.011235 \tabularnewline
15 & -0.027571 & -0.2687 & 0.39436 \tabularnewline
16 & -0.015954 & -0.1555 & 0.438379 \tabularnewline
17 & -0.062297 & -0.6072 & 0.272584 \tabularnewline
18 & 0.070141 & 0.6837 & 0.24793 \tabularnewline
19 & 0.054013 & 0.5264 & 0.299901 \tabularnewline
20 & 0.002769 & 0.027 & 0.489261 \tabularnewline
21 & 0.066679 & 0.6499 & 0.258659 \tabularnewline
22 & 0.064281 & 0.6265 & 0.266235 \tabularnewline
23 & 0.166976 & 1.6275 & 0.053474 \tabularnewline
24 & -0.105051 & -1.0239 & 0.154238 \tabularnewline
25 & -0.113691 & -1.1081 & 0.135303 \tabularnewline
26 & -0.160423 & -1.5636 & 0.060618 \tabularnewline
27 & 0.117605 & 1.1463 & 0.12728 \tabularnewline
28 & -0.022109 & -0.2155 & 0.414925 \tabularnewline
29 & 0.109165 & 1.064 & 0.145011 \tabularnewline
30 & -0.089462 & -0.872 & 0.192712 \tabularnewline
31 & -0.095439 & -0.9302 & 0.177306 \tabularnewline
32 & 0.025008 & 0.2437 & 0.403977 \tabularnewline
33 & -0.112358 & -1.0951 & 0.138114 \tabularnewline
34 & -0.087205 & -0.85 & 0.198739 \tabularnewline
35 & -0.029526 & -0.2878 & 0.387068 \tabularnewline
36 & 0.021643 & 0.211 & 0.416688 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34239&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]0.004868[/C][C]0.0474[/C][C]0.481128[/C][/ROW]
[ROW][C]2[/C][C]-0.011288[/C][C]-0.11[/C][C]0.456311[/C][/ROW]
[ROW][C]3[/C][C]-0.014584[/C][C]-0.1421[/C][C]0.443632[/C][/ROW]
[ROW][C]4[/C][C]0.102932[/C][C]1.0033[/C][C]0.159143[/C][/ROW]
[ROW][C]5[/C][C]0.080414[/C][C]0.7838[/C][C]0.217558[/C][/ROW]
[ROW][C]6[/C][C]0.085994[/C][C]0.8382[/C][C]0.20202[/C][/ROW]
[ROW][C]7[/C][C]0.035546[/C][C]0.3465[/C][C]0.364881[/C][/ROW]
[ROW][C]8[/C][C]0.137058[/C][C]1.3359[/C][C]0.09239[/C][/ROW]
[ROW][C]9[/C][C]0.135417[/C][C]1.3199[/C][C]0.095023[/C][/ROW]
[ROW][C]10[/C][C]-0.089689[/C][C]-0.8742[/C][C]0.192113[/C][/ROW]
[ROW][C]11[/C][C]-0.009183[/C][C]-0.0895[/C][C]0.464435[/C][/ROW]
[ROW][C]12[/C][C]-0.210666[/C][C]-2.0533[/C][C]0.021395[/C][/ROW]
[ROW][C]13[/C][C]0.016992[/C][C]0.1656[/C][C]0.434405[/C][/ROW]
[ROW][C]14[/C][C]0.238049[/C][C]2.3202[/C][C]0.011235[/C][/ROW]
[ROW][C]15[/C][C]-0.027571[/C][C]-0.2687[/C][C]0.39436[/C][/ROW]
[ROW][C]16[/C][C]-0.015954[/C][C]-0.1555[/C][C]0.438379[/C][/ROW]
[ROW][C]17[/C][C]-0.062297[/C][C]-0.6072[/C][C]0.272584[/C][/ROW]
[ROW][C]18[/C][C]0.070141[/C][C]0.6837[/C][C]0.24793[/C][/ROW]
[ROW][C]19[/C][C]0.054013[/C][C]0.5264[/C][C]0.299901[/C][/ROW]
[ROW][C]20[/C][C]0.002769[/C][C]0.027[/C][C]0.489261[/C][/ROW]
[ROW][C]21[/C][C]0.066679[/C][C]0.6499[/C][C]0.258659[/C][/ROW]
[ROW][C]22[/C][C]0.064281[/C][C]0.6265[/C][C]0.266235[/C][/ROW]
[ROW][C]23[/C][C]0.166976[/C][C]1.6275[/C][C]0.053474[/C][/ROW]
[ROW][C]24[/C][C]-0.105051[/C][C]-1.0239[/C][C]0.154238[/C][/ROW]
[ROW][C]25[/C][C]-0.113691[/C][C]-1.1081[/C][C]0.135303[/C][/ROW]
[ROW][C]26[/C][C]-0.160423[/C][C]-1.5636[/C][C]0.060618[/C][/ROW]
[ROW][C]27[/C][C]0.117605[/C][C]1.1463[/C][C]0.12728[/C][/ROW]
[ROW][C]28[/C][C]-0.022109[/C][C]-0.2155[/C][C]0.414925[/C][/ROW]
[ROW][C]29[/C][C]0.109165[/C][C]1.064[/C][C]0.145011[/C][/ROW]
[ROW][C]30[/C][C]-0.089462[/C][C]-0.872[/C][C]0.192712[/C][/ROW]
[ROW][C]31[/C][C]-0.095439[/C][C]-0.9302[/C][C]0.177306[/C][/ROW]
[ROW][C]32[/C][C]0.025008[/C][C]0.2437[/C][C]0.403977[/C][/ROW]
[ROW][C]33[/C][C]-0.112358[/C][C]-1.0951[/C][C]0.138114[/C][/ROW]
[ROW][C]34[/C][C]-0.087205[/C][C]-0.85[/C][C]0.198739[/C][/ROW]
[ROW][C]35[/C][C]-0.029526[/C][C]-0.2878[/C][C]0.387068[/C][/ROW]
[ROW][C]36[/C][C]0.021643[/C][C]0.211[/C][C]0.416688[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34239&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34239&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	0.004868	0.0474	0.481128
2	-0.011288	-0.11	0.456311
3	-0.014584	-0.1421	0.443632
4	0.102932	1.0033	0.159143
5	0.080414	0.7838	0.217558
6	0.085994	0.8382	0.20202
7	0.035546	0.3465	0.364881
8	0.137058	1.3359	0.09239
9	0.135417	1.3199	0.095023
10	-0.089689	-0.8742	0.192113
11	-0.009183	-0.0895	0.464435
12	-0.210666	-2.0533	0.021395
13	0.016992	0.1656	0.434405
14	0.238049	2.3202	0.011235
15	-0.027571	-0.2687	0.39436
16	-0.015954	-0.1555	0.438379
17	-0.062297	-0.6072	0.272584
18	0.070141	0.6837	0.24793
19	0.054013	0.5264	0.299901
20	0.002769	0.027	0.489261
21	0.066679	0.6499	0.258659
22	0.064281	0.6265	0.266235
23	0.166976	1.6275	0.053474
24	-0.105051	-1.0239	0.154238
25	-0.113691	-1.1081	0.135303
26	-0.160423	-1.5636	0.060618
27	0.117605	1.1463	0.12728
28	-0.022109	-0.2155	0.414925
29	0.109165	1.064	0.145011
30	-0.089462	-0.872	0.192712
31	-0.095439	-0.9302	0.177306
32	0.025008	0.2437	0.403977
33	-0.112358	-1.0951	0.138114
34	-0.087205	-0.85	0.198739
35	-0.029526	-0.2878	0.387068
36	0.021643	0.211	0.416688

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.004868	0.0474	0.481128
2	-0.011312	-0.1103	0.456218
3	-0.014476	-0.1411	0.444048
4	0.102982	1.0037	0.159026
5	0.079829	0.7781	0.219229
6	0.089169	0.8691	0.193488
7	0.042137	0.4107	0.341108
8	0.135677	1.3224	0.094602
9	0.132939	1.2957	0.099105
10	-0.105149	-1.0249	0.154016
11	-0.023629	-0.2303	0.409174
12	-0.268951	-2.6214	0.005099
13	-0.065107	-0.6346	0.263613
14	0.219206	2.1366	0.017602
15	-0.045975	-0.4481	0.327547
16	0.045086	0.4394	0.330669
17	-0.046697	-0.4551	0.325022
18	0.090667	0.8837	0.189542
19	0.112644	1.0979	0.137507
20	0.026722	0.2605	0.397539
21	0.160031	1.5598	0.061067
22	-0.069916	-0.6815	0.248621
23	0.124807	1.2165	0.11341
24	-0.159826	-1.5578	0.061304
25	-0.218631	-2.1309	0.017838
26	-0.133396	-1.3002	0.098342
27	-0.061177	-0.5963	0.276204
28	-0.093354	-0.9099	0.182589
29	0.132222	1.2887	0.100309
30	-0.003518	-0.0343	0.48636
31	0.032715	0.3189	0.375265
32	0.109528	1.0676	0.144214
33	0.033811	0.3295	0.371235
34	-0.005051	-0.0492	0.48042
35	-0.014557	-0.1419	0.443736
36	-0.083043	-0.8094	0.210153

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.004868 & 0.0474 & 0.481128 \tabularnewline
2 & -0.011312 & -0.1103 & 0.456218 \tabularnewline
3 & -0.014476 & -0.1411 & 0.444048 \tabularnewline
4 & 0.102982 & 1.0037 & 0.159026 \tabularnewline
5 & 0.079829 & 0.7781 & 0.219229 \tabularnewline
6 & 0.089169 & 0.8691 & 0.193488 \tabularnewline
7 & 0.042137 & 0.4107 & 0.341108 \tabularnewline
8 & 0.135677 & 1.3224 & 0.094602 \tabularnewline
9 & 0.132939 & 1.2957 & 0.099105 \tabularnewline
10 & -0.105149 & -1.0249 & 0.154016 \tabularnewline
11 & -0.023629 & -0.2303 & 0.409174 \tabularnewline
12 & -0.268951 & -2.6214 & 0.005099 \tabularnewline
13 & -0.065107 & -0.6346 & 0.263613 \tabularnewline
14 & 0.219206 & 2.1366 & 0.017602 \tabularnewline
15 & -0.045975 & -0.4481 & 0.327547 \tabularnewline
16 & 0.045086 & 0.4394 & 0.330669 \tabularnewline
17 & -0.046697 & -0.4551 & 0.325022 \tabularnewline
18 & 0.090667 & 0.8837 & 0.189542 \tabularnewline
19 & 0.112644 & 1.0979 & 0.137507 \tabularnewline
20 & 0.026722 & 0.2605 & 0.397539 \tabularnewline
21 & 0.160031 & 1.5598 & 0.061067 \tabularnewline
22 & -0.069916 & -0.6815 & 0.248621 \tabularnewline
23 & 0.124807 & 1.2165 & 0.11341 \tabularnewline
24 & -0.159826 & -1.5578 & 0.061304 \tabularnewline
25 & -0.218631 & -2.1309 & 0.017838 \tabularnewline
26 & -0.133396 & -1.3002 & 0.098342 \tabularnewline
27 & -0.061177 & -0.5963 & 0.276204 \tabularnewline
28 & -0.093354 & -0.9099 & 0.182589 \tabularnewline
29 & 0.132222 & 1.2887 & 0.100309 \tabularnewline
30 & -0.003518 & -0.0343 & 0.48636 \tabularnewline
31 & 0.032715 & 0.3189 & 0.375265 \tabularnewline
32 & 0.109528 & 1.0676 & 0.144214 \tabularnewline
33 & 0.033811 & 0.3295 & 0.371235 \tabularnewline
34 & -0.005051 & -0.0492 & 0.48042 \tabularnewline
35 & -0.014557 & -0.1419 & 0.443736 \tabularnewline
36 & -0.083043 & -0.8094 & 0.210153 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34239&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]0.004868[/C][C]0.0474[/C][C]0.481128[/C][/ROW]
[ROW][C]2[/C][C]-0.011312[/C][C]-0.1103[/C][C]0.456218[/C][/ROW]
[ROW][C]3[/C][C]-0.014476[/C][C]-0.1411[/C][C]0.444048[/C][/ROW]
[ROW][C]4[/C][C]0.102982[/C][C]1.0037[/C][C]0.159026[/C][/ROW]
[ROW][C]5[/C][C]0.079829[/C][C]0.7781[/C][C]0.219229[/C][/ROW]
[ROW][C]6[/C][C]0.089169[/C][C]0.8691[/C][C]0.193488[/C][/ROW]
[ROW][C]7[/C][C]0.042137[/C][C]0.4107[/C][C]0.341108[/C][/ROW]
[ROW][C]8[/C][C]0.135677[/C][C]1.3224[/C][C]0.094602[/C][/ROW]
[ROW][C]9[/C][C]0.132939[/C][C]1.2957[/C][C]0.099105[/C][/ROW]
[ROW][C]10[/C][C]-0.105149[/C][C]-1.0249[/C][C]0.154016[/C][/ROW]
[ROW][C]11[/C][C]-0.023629[/C][C]-0.2303[/C][C]0.409174[/C][/ROW]
[ROW][C]12[/C][C]-0.268951[/C][C]-2.6214[/C][C]0.005099[/C][/ROW]
[ROW][C]13[/C][C]-0.065107[/C][C]-0.6346[/C][C]0.263613[/C][/ROW]
[ROW][C]14[/C][C]0.219206[/C][C]2.1366[/C][C]0.017602[/C][/ROW]
[ROW][C]15[/C][C]-0.045975[/C][C]-0.4481[/C][C]0.327547[/C][/ROW]
[ROW][C]16[/C][C]0.045086[/C][C]0.4394[/C][C]0.330669[/C][/ROW]
[ROW][C]17[/C][C]-0.046697[/C][C]-0.4551[/C][C]0.325022[/C][/ROW]
[ROW][C]18[/C][C]0.090667[/C][C]0.8837[/C][C]0.189542[/C][/ROW]
[ROW][C]19[/C][C]0.112644[/C][C]1.0979[/C][C]0.137507[/C][/ROW]
[ROW][C]20[/C][C]0.026722[/C][C]0.2605[/C][C]0.397539[/C][/ROW]
[ROW][C]21[/C][C]0.160031[/C][C]1.5598[/C][C]0.061067[/C][/ROW]
[ROW][C]22[/C][C]-0.069916[/C][C]-0.6815[/C][C]0.248621[/C][/ROW]
[ROW][C]23[/C][C]0.124807[/C][C]1.2165[/C][C]0.11341[/C][/ROW]
[ROW][C]24[/C][C]-0.159826[/C][C]-1.5578[/C][C]0.061304[/C][/ROW]
[ROW][C]25[/C][C]-0.218631[/C][C]-2.1309[/C][C]0.017838[/C][/ROW]
[ROW][C]26[/C][C]-0.133396[/C][C]-1.3002[/C][C]0.098342[/C][/ROW]
[ROW][C]27[/C][C]-0.061177[/C][C]-0.5963[/C][C]0.276204[/C][/ROW]
[ROW][C]28[/C][C]-0.093354[/C][C]-0.9099[/C][C]0.182589[/C][/ROW]
[ROW][C]29[/C][C]0.132222[/C][C]1.2887[/C][C]0.100309[/C][/ROW]
[ROW][C]30[/C][C]-0.003518[/C][C]-0.0343[/C][C]0.48636[/C][/ROW]
[ROW][C]31[/C][C]0.032715[/C][C]0.3189[/C][C]0.375265[/C][/ROW]
[ROW][C]32[/C][C]0.109528[/C][C]1.0676[/C][C]0.144214[/C][/ROW]
[ROW][C]33[/C][C]0.033811[/C][C]0.3295[/C][C]0.371235[/C][/ROW]
[ROW][C]34[/C][C]-0.005051[/C][C]-0.0492[/C][C]0.48042[/C][/ROW]
[ROW][C]35[/C][C]-0.014557[/C][C]-0.1419[/C][C]0.443736[/C][/ROW]
[ROW][C]36[/C][C]-0.083043[/C][C]-0.8094[/C][C]0.210153[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34239&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34239&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	0.004868	0.0474	0.481128
2	-0.011312	-0.1103	0.456218
3	-0.014476	-0.1411	0.444048
4	0.102982	1.0037	0.159026
5	0.079829	0.7781	0.219229
6	0.089169	0.8691	0.193488
7	0.042137	0.4107	0.341108
8	0.135677	1.3224	0.094602
9	0.132939	1.2957	0.099105
10	-0.105149	-1.0249	0.154016
11	-0.023629	-0.2303	0.409174
12	-0.268951	-2.6214	0.005099
13	-0.065107	-0.6346	0.263613
14	0.219206	2.1366	0.017602
15	-0.045975	-0.4481	0.327547
16	0.045086	0.4394	0.330669
17	-0.046697	-0.4551	0.325022
18	0.090667	0.8837	0.189542
19	0.112644	1.0979	0.137507
20	0.026722	0.2605	0.397539
21	0.160031	1.5598	0.061067
22	-0.069916	-0.6815	0.248621
23	0.124807	1.2165	0.11341
24	-0.159826	-1.5578	0.061304
25	-0.218631	-2.1309	0.017838
26	-0.133396	-1.3002	0.098342
27	-0.061177	-0.5963	0.276204
28	-0.093354	-0.9099	0.182589
29	0.132222	1.2887	0.100309
30	-0.003518	-0.0343	0.48636
31	0.032715	0.3189	0.375265
32	0.109528	1.0676	0.144214
33	0.033811	0.3295	0.371235
34	-0.005051	-0.0492	0.48042
35	-0.014557	-0.1419	0.443736
36	-0.083043	-0.8094	0.210153

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