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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 13:32:36 -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/02/t1228250042ilvq1br8xlrsv8d.htm/, Retrieved Sat, 25 May 2024 09:14:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28392, Retrieved Sat, 25 May 2024 09:14:22 +0000

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Estimated Impact

129

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

F       [(Partial) Autocorrelation Function] [non s ts Q8 ACF i...] [2008-12-02 20:32:36] [c5d6d05aee6be5527ac4a30a8c3b8fe5] [Current]

Feedback Forum

2008-12-08 16:59:25 [Jonas Janssens] [reply] 
Correct. Goede uitleg.
2008-12-08 19:46:51 [5faab2fc6fb120339944528a32d48a04] [reply] 
Door differentiatie van d=1 en D=0 is de seizonaliteit en de lange termijntrend uit de reeks verwijderd. Ze is nu stationair.
2008-12-09 22:55:37 [Gert-Jan Geudens] [reply] 
Correct. De studente heeft de correcte parameters gekozen om een stationaire reeks te bekomen.

Post a new message

Dataseries X:

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28392&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28392&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28392&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.299169	2.3174	0.011957
2	0.150118	1.1628	0.124755
3	0.061707	0.478	0.3172
4	-0.04137	-0.3205	0.37487
5	-0.100834	-0.7811	0.218921
6	-0.080431	-0.623	0.267818
7	-0.316801	-2.4539	0.008525
8	-0.231014	-1.7894	0.039297
9	-0.102955	-0.7975	0.214156
10	0.128259	0.9935	0.16223
11	0.147721	1.1442	0.128534
12	0.109679	0.8496	0.199471
13	0.046077	0.3569	0.361204
14	0.145936	1.1304	0.131399
15	0.076725	0.5943	0.27727
16	-0.016545	-0.1282	0.449227
17	-0.115267	-0.8929	0.187752
18	-0.086263	-0.6682	0.253287
19	-0.18969	-1.4693	0.073484
20	0.012839	0.0995	0.460555
21	0.073784	0.5715	0.284889
22	-0.019987	-0.1548	0.438743
23	0.009687	0.075	0.470217
24	0.025619	0.1984	0.421685
25	0.085523	0.6625	0.255107
26	0.092708	0.7181	0.237738
27	-0.012631	-0.0978	0.461194
28	-0.003437	-0.0266	0.489426
29	-0.176451	-1.3668	0.088397
30	-0.077616	-0.6012	0.274982
31	-0.069932	-0.5417	0.295018
32	-0.131297	-1.017	0.156613
33	-0.131959	-1.0222	0.155407
34	-0.08773	-0.6796	0.249701
35	-0.035895	-0.278	0.390968
36	0.048175	0.3732	0.355172

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.299169 & 2.3174 & 0.011957 \tabularnewline
2 & 0.150118 & 1.1628 & 0.124755 \tabularnewline
3 & 0.061707 & 0.478 & 0.3172 \tabularnewline
4 & -0.04137 & -0.3205 & 0.37487 \tabularnewline
5 & -0.100834 & -0.7811 & 0.218921 \tabularnewline
6 & -0.080431 & -0.623 & 0.267818 \tabularnewline
7 & -0.316801 & -2.4539 & 0.008525 \tabularnewline
8 & -0.231014 & -1.7894 & 0.039297 \tabularnewline
9 & -0.102955 & -0.7975 & 0.214156 \tabularnewline
10 & 0.128259 & 0.9935 & 0.16223 \tabularnewline
11 & 0.147721 & 1.1442 & 0.128534 \tabularnewline
12 & 0.109679 & 0.8496 & 0.199471 \tabularnewline
13 & 0.046077 & 0.3569 & 0.361204 \tabularnewline
14 & 0.145936 & 1.1304 & 0.131399 \tabularnewline
15 & 0.076725 & 0.5943 & 0.27727 \tabularnewline
16 & -0.016545 & -0.1282 & 0.449227 \tabularnewline
17 & -0.115267 & -0.8929 & 0.187752 \tabularnewline
18 & -0.086263 & -0.6682 & 0.253287 \tabularnewline
19 & -0.18969 & -1.4693 & 0.073484 \tabularnewline
20 & 0.012839 & 0.0995 & 0.460555 \tabularnewline
21 & 0.073784 & 0.5715 & 0.284889 \tabularnewline
22 & -0.019987 & -0.1548 & 0.438743 \tabularnewline
23 & 0.009687 & 0.075 & 0.470217 \tabularnewline
24 & 0.025619 & 0.1984 & 0.421685 \tabularnewline
25 & 0.085523 & 0.6625 & 0.255107 \tabularnewline
26 & 0.092708 & 0.7181 & 0.237738 \tabularnewline
27 & -0.012631 & -0.0978 & 0.461194 \tabularnewline
28 & -0.003437 & -0.0266 & 0.489426 \tabularnewline
29 & -0.176451 & -1.3668 & 0.088397 \tabularnewline
30 & -0.077616 & -0.6012 & 0.274982 \tabularnewline
31 & -0.069932 & -0.5417 & 0.295018 \tabularnewline
32 & -0.131297 & -1.017 & 0.156613 \tabularnewline
33 & -0.131959 & -1.0222 & 0.155407 \tabularnewline
34 & -0.08773 & -0.6796 & 0.249701 \tabularnewline
35 & -0.035895 & -0.278 & 0.390968 \tabularnewline
36 & 0.048175 & 0.3732 & 0.355172 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28392&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]0.299169[/C][C]2.3174[/C][C]0.011957[/C][/ROW]
[ROW][C]2[/C][C]0.150118[/C][C]1.1628[/C][C]0.124755[/C][/ROW]
[ROW][C]3[/C][C]0.061707[/C][C]0.478[/C][C]0.3172[/C][/ROW]
[ROW][C]4[/C][C]-0.04137[/C][C]-0.3205[/C][C]0.37487[/C][/ROW]
[ROW][C]5[/C][C]-0.100834[/C][C]-0.7811[/C][C]0.218921[/C][/ROW]
[ROW][C]6[/C][C]-0.080431[/C][C]-0.623[/C][C]0.267818[/C][/ROW]
[ROW][C]7[/C][C]-0.316801[/C][C]-2.4539[/C][C]0.008525[/C][/ROW]
[ROW][C]8[/C][C]-0.231014[/C][C]-1.7894[/C][C]0.039297[/C][/ROW]
[ROW][C]9[/C][C]-0.102955[/C][C]-0.7975[/C][C]0.214156[/C][/ROW]
[ROW][C]10[/C][C]0.128259[/C][C]0.9935[/C][C]0.16223[/C][/ROW]
[ROW][C]11[/C][C]0.147721[/C][C]1.1442[/C][C]0.128534[/C][/ROW]
[ROW][C]12[/C][C]0.109679[/C][C]0.8496[/C][C]0.199471[/C][/ROW]
[ROW][C]13[/C][C]0.046077[/C][C]0.3569[/C][C]0.361204[/C][/ROW]
[ROW][C]14[/C][C]0.145936[/C][C]1.1304[/C][C]0.131399[/C][/ROW]
[ROW][C]15[/C][C]0.076725[/C][C]0.5943[/C][C]0.27727[/C][/ROW]
[ROW][C]16[/C][C]-0.016545[/C][C]-0.1282[/C][C]0.449227[/C][/ROW]
[ROW][C]17[/C][C]-0.115267[/C][C]-0.8929[/C][C]0.187752[/C][/ROW]
[ROW][C]18[/C][C]-0.086263[/C][C]-0.6682[/C][C]0.253287[/C][/ROW]
[ROW][C]19[/C][C]-0.18969[/C][C]-1.4693[/C][C]0.073484[/C][/ROW]
[ROW][C]20[/C][C]0.012839[/C][C]0.0995[/C][C]0.460555[/C][/ROW]
[ROW][C]21[/C][C]0.073784[/C][C]0.5715[/C][C]0.284889[/C][/ROW]
[ROW][C]22[/C][C]-0.019987[/C][C]-0.1548[/C][C]0.438743[/C][/ROW]
[ROW][C]23[/C][C]0.009687[/C][C]0.075[/C][C]0.470217[/C][/ROW]
[ROW][C]24[/C][C]0.025619[/C][C]0.1984[/C][C]0.421685[/C][/ROW]
[ROW][C]25[/C][C]0.085523[/C][C]0.6625[/C][C]0.255107[/C][/ROW]
[ROW][C]26[/C][C]0.092708[/C][C]0.7181[/C][C]0.237738[/C][/ROW]
[ROW][C]27[/C][C]-0.012631[/C][C]-0.0978[/C][C]0.461194[/C][/ROW]
[ROW][C]28[/C][C]-0.003437[/C][C]-0.0266[/C][C]0.489426[/C][/ROW]
[ROW][C]29[/C][C]-0.176451[/C][C]-1.3668[/C][C]0.088397[/C][/ROW]
[ROW][C]30[/C][C]-0.077616[/C][C]-0.6012[/C][C]0.274982[/C][/ROW]
[ROW][C]31[/C][C]-0.069932[/C][C]-0.5417[/C][C]0.295018[/C][/ROW]
[ROW][C]32[/C][C]-0.131297[/C][C]-1.017[/C][C]0.156613[/C][/ROW]
[ROW][C]33[/C][C]-0.131959[/C][C]-1.0222[/C][C]0.155407[/C][/ROW]
[ROW][C]34[/C][C]-0.08773[/C][C]-0.6796[/C][C]0.249701[/C][/ROW]
[ROW][C]35[/C][C]-0.035895[/C][C]-0.278[/C][C]0.390968[/C][/ROW]
[ROW][C]36[/C][C]0.048175[/C][C]0.3732[/C][C]0.355172[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28392&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28392&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	0.299169	2.3174	0.011957
2	0.150118	1.1628	0.124755
3	0.061707	0.478	0.3172
4	-0.04137	-0.3205	0.37487
5	-0.100834	-0.7811	0.218921
6	-0.080431	-0.623	0.267818
7	-0.316801	-2.4539	0.008525
8	-0.231014	-1.7894	0.039297
9	-0.102955	-0.7975	0.214156
10	0.128259	0.9935	0.16223
11	0.147721	1.1442	0.128534
12	0.109679	0.8496	0.199471
13	0.046077	0.3569	0.361204
14	0.145936	1.1304	0.131399
15	0.076725	0.5943	0.27727
16	-0.016545	-0.1282	0.449227
17	-0.115267	-0.8929	0.187752
18	-0.086263	-0.6682	0.253287
19	-0.18969	-1.4693	0.073484
20	0.012839	0.0995	0.460555
21	0.073784	0.5715	0.284889
22	-0.019987	-0.1548	0.438743
23	0.009687	0.075	0.470217
24	0.025619	0.1984	0.421685
25	0.085523	0.6625	0.255107
26	0.092708	0.7181	0.237738
27	-0.012631	-0.0978	0.461194
28	-0.003437	-0.0266	0.489426
29	-0.176451	-1.3668	0.088397
30	-0.077616	-0.6012	0.274982
31	-0.069932	-0.5417	0.295018
32	-0.131297	-1.017	0.156613
33	-0.131959	-1.0222	0.155407
34	-0.08773	-0.6796	0.249701
35	-0.035895	-0.278	0.390968
36	0.048175	0.3732	0.355172

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.299169	2.3174	0.011957
2	0.066575	0.5157	0.303985
3	-0.000144	-0.0011	0.499557
4	-0.075634	-0.5859	0.280084
5	-0.082354	-0.6379	0.262978
6	-0.021208	-0.1643	0.435034
7	-0.296805	-2.299	0.0125
8	-0.073937	-0.5727	0.28449
9	0.02944	0.228	0.410194
10	0.227089	1.759	0.041836
11	0.074435	0.5766	0.283194
12	-0.034938	-0.2706	0.393804
13	-0.055713	-0.4316	0.333807
14	0.067804	0.5252	0.300688
15	-0.032003	-0.2479	0.402531
16	-0.107444	-0.8323	0.204283
17	-0.038678	-0.2996	0.38276
18	0.105726	0.8189	0.208029
19	-0.093523	-0.7244	0.23581
20	0.078282	0.6064	0.273279
21	0.101794	0.7885	0.216755
22	-0.054095	-0.419	0.338349
23	-0.034103	-0.2642	0.39628
24	-0.109254	-0.8463	0.20038
25	0.095819	0.7422	0.230428
26	0.011985	0.0928	0.463171
27	-0.034061	-0.2638	0.396405
28	0.068744	0.5325	0.298177
29	-0.17068	-1.3221	0.09558
30	0.036871	0.2856	0.388085
31	-0.110902	-0.859	0.196867
32	-0.113071	-0.8758	0.192303
33	-0.006809	-0.0527	0.479057
34	-0.053245	-0.4124	0.340746
35	0.018673	0.1446	0.442739
36	-0.053828	-0.4169	0.339102

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.299169 & 2.3174 & 0.011957 \tabularnewline
2 & 0.066575 & 0.5157 & 0.303985 \tabularnewline
3 & -0.000144 & -0.0011 & 0.499557 \tabularnewline
4 & -0.075634 & -0.5859 & 0.280084 \tabularnewline
5 & -0.082354 & -0.6379 & 0.262978 \tabularnewline
6 & -0.021208 & -0.1643 & 0.435034 \tabularnewline
7 & -0.296805 & -2.299 & 0.0125 \tabularnewline
8 & -0.073937 & -0.5727 & 0.28449 \tabularnewline
9 & 0.02944 & 0.228 & 0.410194 \tabularnewline
10 & 0.227089 & 1.759 & 0.041836 \tabularnewline
11 & 0.074435 & 0.5766 & 0.283194 \tabularnewline
12 & -0.034938 & -0.2706 & 0.393804 \tabularnewline
13 & -0.055713 & -0.4316 & 0.333807 \tabularnewline
14 & 0.067804 & 0.5252 & 0.300688 \tabularnewline
15 & -0.032003 & -0.2479 & 0.402531 \tabularnewline
16 & -0.107444 & -0.8323 & 0.204283 \tabularnewline
17 & -0.038678 & -0.2996 & 0.38276 \tabularnewline
18 & 0.105726 & 0.8189 & 0.208029 \tabularnewline
19 & -0.093523 & -0.7244 & 0.23581 \tabularnewline
20 & 0.078282 & 0.6064 & 0.273279 \tabularnewline
21 & 0.101794 & 0.7885 & 0.216755 \tabularnewline
22 & -0.054095 & -0.419 & 0.338349 \tabularnewline
23 & -0.034103 & -0.2642 & 0.39628 \tabularnewline
24 & -0.109254 & -0.8463 & 0.20038 \tabularnewline
25 & 0.095819 & 0.7422 & 0.230428 \tabularnewline
26 & 0.011985 & 0.0928 & 0.463171 \tabularnewline
27 & -0.034061 & -0.2638 & 0.396405 \tabularnewline
28 & 0.068744 & 0.5325 & 0.298177 \tabularnewline
29 & -0.17068 & -1.3221 & 0.09558 \tabularnewline
30 & 0.036871 & 0.2856 & 0.388085 \tabularnewline
31 & -0.110902 & -0.859 & 0.196867 \tabularnewline
32 & -0.113071 & -0.8758 & 0.192303 \tabularnewline
33 & -0.006809 & -0.0527 & 0.479057 \tabularnewline
34 & -0.053245 & -0.4124 & 0.340746 \tabularnewline
35 & 0.018673 & 0.1446 & 0.442739 \tabularnewline
36 & -0.053828 & -0.4169 & 0.339102 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28392&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]0.299169[/C][C]2.3174[/C][C]0.011957[/C][/ROW]
[ROW][C]2[/C][C]0.066575[/C][C]0.5157[/C][C]0.303985[/C][/ROW]
[ROW][C]3[/C][C]-0.000144[/C][C]-0.0011[/C][C]0.499557[/C][/ROW]
[ROW][C]4[/C][C]-0.075634[/C][C]-0.5859[/C][C]0.280084[/C][/ROW]
[ROW][C]5[/C][C]-0.082354[/C][C]-0.6379[/C][C]0.262978[/C][/ROW]
[ROW][C]6[/C][C]-0.021208[/C][C]-0.1643[/C][C]0.435034[/C][/ROW]
[ROW][C]7[/C][C]-0.296805[/C][C]-2.299[/C][C]0.0125[/C][/ROW]
[ROW][C]8[/C][C]-0.073937[/C][C]-0.5727[/C][C]0.28449[/C][/ROW]
[ROW][C]9[/C][C]0.02944[/C][C]0.228[/C][C]0.410194[/C][/ROW]
[ROW][C]10[/C][C]0.227089[/C][C]1.759[/C][C]0.041836[/C][/ROW]
[ROW][C]11[/C][C]0.074435[/C][C]0.5766[/C][C]0.283194[/C][/ROW]
[ROW][C]12[/C][C]-0.034938[/C][C]-0.2706[/C][C]0.393804[/C][/ROW]
[ROW][C]13[/C][C]-0.055713[/C][C]-0.4316[/C][C]0.333807[/C][/ROW]
[ROW][C]14[/C][C]0.067804[/C][C]0.5252[/C][C]0.300688[/C][/ROW]
[ROW][C]15[/C][C]-0.032003[/C][C]-0.2479[/C][C]0.402531[/C][/ROW]
[ROW][C]16[/C][C]-0.107444[/C][C]-0.8323[/C][C]0.204283[/C][/ROW]
[ROW][C]17[/C][C]-0.038678[/C][C]-0.2996[/C][C]0.38276[/C][/ROW]
[ROW][C]18[/C][C]0.105726[/C][C]0.8189[/C][C]0.208029[/C][/ROW]
[ROW][C]19[/C][C]-0.093523[/C][C]-0.7244[/C][C]0.23581[/C][/ROW]
[ROW][C]20[/C][C]0.078282[/C][C]0.6064[/C][C]0.273279[/C][/ROW]
[ROW][C]21[/C][C]0.101794[/C][C]0.7885[/C][C]0.216755[/C][/ROW]
[ROW][C]22[/C][C]-0.054095[/C][C]-0.419[/C][C]0.338349[/C][/ROW]
[ROW][C]23[/C][C]-0.034103[/C][C]-0.2642[/C][C]0.39628[/C][/ROW]
[ROW][C]24[/C][C]-0.109254[/C][C]-0.8463[/C][C]0.20038[/C][/ROW]
[ROW][C]25[/C][C]0.095819[/C][C]0.7422[/C][C]0.230428[/C][/ROW]
[ROW][C]26[/C][C]0.011985[/C][C]0.0928[/C][C]0.463171[/C][/ROW]
[ROW][C]27[/C][C]-0.034061[/C][C]-0.2638[/C][C]0.396405[/C][/ROW]
[ROW][C]28[/C][C]0.068744[/C][C]0.5325[/C][C]0.298177[/C][/ROW]
[ROW][C]29[/C][C]-0.17068[/C][C]-1.3221[/C][C]0.09558[/C][/ROW]
[ROW][C]30[/C][C]0.036871[/C][C]0.2856[/C][C]0.388085[/C][/ROW]
[ROW][C]31[/C][C]-0.110902[/C][C]-0.859[/C][C]0.196867[/C][/ROW]
[ROW][C]32[/C][C]-0.113071[/C][C]-0.8758[/C][C]0.192303[/C][/ROW]
[ROW][C]33[/C][C]-0.006809[/C][C]-0.0527[/C][C]0.479057[/C][/ROW]
[ROW][C]34[/C][C]-0.053245[/C][C]-0.4124[/C][C]0.340746[/C][/ROW]
[ROW][C]35[/C][C]0.018673[/C][C]0.1446[/C][C]0.442739[/C][/ROW]
[ROW][C]36[/C][C]-0.053828[/C][C]-0.4169[/C][C]0.339102[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28392&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28392&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	0.299169	2.3174	0.011957
2	0.066575	0.5157	0.303985
3	-0.000144	-0.0011	0.499557
4	-0.075634	-0.5859	0.280084
5	-0.082354	-0.6379	0.262978
6	-0.021208	-0.1643	0.435034
7	-0.296805	-2.299	0.0125
8	-0.073937	-0.5727	0.28449
9	0.02944	0.228	0.410194
10	0.227089	1.759	0.041836
11	0.074435	0.5766	0.283194
12	-0.034938	-0.2706	0.393804
13	-0.055713	-0.4316	0.333807
14	0.067804	0.5252	0.300688
15	-0.032003	-0.2479	0.402531
16	-0.107444	-0.8323	0.204283
17	-0.038678	-0.2996	0.38276
18	0.105726	0.8189	0.208029
19	-0.093523	-0.7244	0.23581
20	0.078282	0.6064	0.273279
21	0.101794	0.7885	0.216755
22	-0.054095	-0.419	0.338349
23	-0.034103	-0.2642	0.39628
24	-0.109254	-0.8463	0.20038
25	0.095819	0.7422	0.230428
26	0.011985	0.0928	0.463171
27	-0.034061	-0.2638	0.396405
28	0.068744	0.5325	0.298177
29	-0.17068	-1.3221	0.09558
30	0.036871	0.2856	0.388085
31	-0.110902	-0.859	0.196867
32	-0.113071	-0.8758	0.192303
33	-0.006809	-0.0527	0.479057
34	-0.053245	-0.4124	0.340746
35	0.018673	0.1446	0.442739
36	-0.053828	-0.4169	0.339102

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 ;

Parameters (R input):

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