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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 04:30:49 -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/06/t1228563097giswiravuu78jpy.htm/, Retrieved Sun, 26 May 2024 05:52:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29509, Retrieved Sun, 26 May 2024 05:52:36 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

238

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

F     [(Partial) Autocorrelation Function] [] [2008-12-03 07:50:35] [996314793dac993597edc1ca2281ff39]
-   P     [(Partial) Autocorrelation Function] [] [2008-12-06 11:30:49] [e02910eed3830f1815f587e12f46cbdb] [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=29509&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=29509&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29509&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	-0.279658	-2.1298	0.018721
2	-0.19795	-1.5075	0.06855
3	0.263854	2.0095	0.024575
4	-0.041455	-0.3157	0.376677
5	-0.239661	-1.8252	0.036561
6	0.080889	0.616	0.270143
7	-0.000541	-0.0041	0.498364
8	-0.054052	-0.4116	0.341058
9	0.002158	0.0164	0.493471
10	0.018091	0.1378	0.445448
11	0.036343	0.2768	0.391468
12	0.065679	0.5002	0.309414
13	-0.042037	-0.3201	0.375005
14	0.1591	1.2117	0.115277
15	-0.236572	-1.8017	0.038397
16	0.130297	0.9923	0.162584
17	-0.040122	-0.3056	0.380518
18	-0.228651	-1.7414	0.043462
19	0.123184	0.9381	0.176031
20	0.14679	1.1179	0.134106
21	-0.083911	-0.639	0.262653
22	-0.048306	-0.3679	0.357148
23	0.104422	0.7953	0.214855
24	0.019877	0.1514	0.440102
25	-0.094383	-0.7188	0.237574
26	0.049814	0.3794	0.352897
27	-0.057943	-0.4413	0.330325
28	0.047389	0.3609	0.359741
29	-0.19126	-1.4566	0.075311
30	0.126773	0.9655	0.169158
31	0.024157	0.184	0.427336
32	0.008218	0.0626	0.475155
33	0.056139	0.4275	0.335283
34	-0.104271	-0.7941	0.215185
35	0.021413	0.1631	0.435514
36	0.05132	0.3908	0.348674

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.279658 & -2.1298 & 0.018721 \tabularnewline
2 & -0.19795 & -1.5075 & 0.06855 \tabularnewline
3 & 0.263854 & 2.0095 & 0.024575 \tabularnewline
4 & -0.041455 & -0.3157 & 0.376677 \tabularnewline
5 & -0.239661 & -1.8252 & 0.036561 \tabularnewline
6 & 0.080889 & 0.616 & 0.270143 \tabularnewline
7 & -0.000541 & -0.0041 & 0.498364 \tabularnewline
8 & -0.054052 & -0.4116 & 0.341058 \tabularnewline
9 & 0.002158 & 0.0164 & 0.493471 \tabularnewline
10 & 0.018091 & 0.1378 & 0.445448 \tabularnewline
11 & 0.036343 & 0.2768 & 0.391468 \tabularnewline
12 & 0.065679 & 0.5002 & 0.309414 \tabularnewline
13 & -0.042037 & -0.3201 & 0.375005 \tabularnewline
14 & 0.1591 & 1.2117 & 0.115277 \tabularnewline
15 & -0.236572 & -1.8017 & 0.038397 \tabularnewline
16 & 0.130297 & 0.9923 & 0.162584 \tabularnewline
17 & -0.040122 & -0.3056 & 0.380518 \tabularnewline
18 & -0.228651 & -1.7414 & 0.043462 \tabularnewline
19 & 0.123184 & 0.9381 & 0.176031 \tabularnewline
20 & 0.14679 & 1.1179 & 0.134106 \tabularnewline
21 & -0.083911 & -0.639 & 0.262653 \tabularnewline
22 & -0.048306 & -0.3679 & 0.357148 \tabularnewline
23 & 0.104422 & 0.7953 & 0.214855 \tabularnewline
24 & 0.019877 & 0.1514 & 0.440102 \tabularnewline
25 & -0.094383 & -0.7188 & 0.237574 \tabularnewline
26 & 0.049814 & 0.3794 & 0.352897 \tabularnewline
27 & -0.057943 & -0.4413 & 0.330325 \tabularnewline
28 & 0.047389 & 0.3609 & 0.359741 \tabularnewline
29 & -0.19126 & -1.4566 & 0.075311 \tabularnewline
30 & 0.126773 & 0.9655 & 0.169158 \tabularnewline
31 & 0.024157 & 0.184 & 0.427336 \tabularnewline
32 & 0.008218 & 0.0626 & 0.475155 \tabularnewline
33 & 0.056139 & 0.4275 & 0.335283 \tabularnewline
34 & -0.104271 & -0.7941 & 0.215185 \tabularnewline
35 & 0.021413 & 0.1631 & 0.435514 \tabularnewline
36 & 0.05132 & 0.3908 & 0.348674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29509&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]-0.279658[/C][C]-2.1298[/C][C]0.018721[/C][/ROW]
[ROW][C]2[/C][C]-0.19795[/C][C]-1.5075[/C][C]0.06855[/C][/ROW]
[ROW][C]3[/C][C]0.263854[/C][C]2.0095[/C][C]0.024575[/C][/ROW]
[ROW][C]4[/C][C]-0.041455[/C][C]-0.3157[/C][C]0.376677[/C][/ROW]
[ROW][C]5[/C][C]-0.239661[/C][C]-1.8252[/C][C]0.036561[/C][/ROW]
[ROW][C]6[/C][C]0.080889[/C][C]0.616[/C][C]0.270143[/C][/ROW]
[ROW][C]7[/C][C]-0.000541[/C][C]-0.0041[/C][C]0.498364[/C][/ROW]
[ROW][C]8[/C][C]-0.054052[/C][C]-0.4116[/C][C]0.341058[/C][/ROW]
[ROW][C]9[/C][C]0.002158[/C][C]0.0164[/C][C]0.493471[/C][/ROW]
[ROW][C]10[/C][C]0.018091[/C][C]0.1378[/C][C]0.445448[/C][/ROW]
[ROW][C]11[/C][C]0.036343[/C][C]0.2768[/C][C]0.391468[/C][/ROW]
[ROW][C]12[/C][C]0.065679[/C][C]0.5002[/C][C]0.309414[/C][/ROW]
[ROW][C]13[/C][C]-0.042037[/C][C]-0.3201[/C][C]0.375005[/C][/ROW]
[ROW][C]14[/C][C]0.1591[/C][C]1.2117[/C][C]0.115277[/C][/ROW]
[ROW][C]15[/C][C]-0.236572[/C][C]-1.8017[/C][C]0.038397[/C][/ROW]
[ROW][C]16[/C][C]0.130297[/C][C]0.9923[/C][C]0.162584[/C][/ROW]
[ROW][C]17[/C][C]-0.040122[/C][C]-0.3056[/C][C]0.380518[/C][/ROW]
[ROW][C]18[/C][C]-0.228651[/C][C]-1.7414[/C][C]0.043462[/C][/ROW]
[ROW][C]19[/C][C]0.123184[/C][C]0.9381[/C][C]0.176031[/C][/ROW]
[ROW][C]20[/C][C]0.14679[/C][C]1.1179[/C][C]0.134106[/C][/ROW]
[ROW][C]21[/C][C]-0.083911[/C][C]-0.639[/C][C]0.262653[/C][/ROW]
[ROW][C]22[/C][C]-0.048306[/C][C]-0.3679[/C][C]0.357148[/C][/ROW]
[ROW][C]23[/C][C]0.104422[/C][C]0.7953[/C][C]0.214855[/C][/ROW]
[ROW][C]24[/C][C]0.019877[/C][C]0.1514[/C][C]0.440102[/C][/ROW]
[ROW][C]25[/C][C]-0.094383[/C][C]-0.7188[/C][C]0.237574[/C][/ROW]
[ROW][C]26[/C][C]0.049814[/C][C]0.3794[/C][C]0.352897[/C][/ROW]
[ROW][C]27[/C][C]-0.057943[/C][C]-0.4413[/C][C]0.330325[/C][/ROW]
[ROW][C]28[/C][C]0.047389[/C][C]0.3609[/C][C]0.359741[/C][/ROW]
[ROW][C]29[/C][C]-0.19126[/C][C]-1.4566[/C][C]0.075311[/C][/ROW]
[ROW][C]30[/C][C]0.126773[/C][C]0.9655[/C][C]0.169158[/C][/ROW]
[ROW][C]31[/C][C]0.024157[/C][C]0.184[/C][C]0.427336[/C][/ROW]
[ROW][C]32[/C][C]0.008218[/C][C]0.0626[/C][C]0.475155[/C][/ROW]
[ROW][C]33[/C][C]0.056139[/C][C]0.4275[/C][C]0.335283[/C][/ROW]
[ROW][C]34[/C][C]-0.104271[/C][C]-0.7941[/C][C]0.215185[/C][/ROW]
[ROW][C]35[/C][C]0.021413[/C][C]0.1631[/C][C]0.435514[/C][/ROW]
[ROW][C]36[/C][C]0.05132[/C][C]0.3908[/C][C]0.348674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29509&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29509&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	-0.279658	-2.1298	0.018721
2	-0.19795	-1.5075	0.06855
3	0.263854	2.0095	0.024575
4	-0.041455	-0.3157	0.376677
5	-0.239661	-1.8252	0.036561
6	0.080889	0.616	0.270143
7	-0.000541	-0.0041	0.498364
8	-0.054052	-0.4116	0.341058
9	0.002158	0.0164	0.493471
10	0.018091	0.1378	0.445448
11	0.036343	0.2768	0.391468
12	0.065679	0.5002	0.309414
13	-0.042037	-0.3201	0.375005
14	0.1591	1.2117	0.115277
15	-0.236572	-1.8017	0.038397
16	0.130297	0.9923	0.162584
17	-0.040122	-0.3056	0.380518
18	-0.228651	-1.7414	0.043462
19	0.123184	0.9381	0.176031
20	0.14679	1.1179	0.134106
21	-0.083911	-0.639	0.262653
22	-0.048306	-0.3679	0.357148
23	0.104422	0.7953	0.214855
24	0.019877	0.1514	0.440102
25	-0.094383	-0.7188	0.237574
26	0.049814	0.3794	0.352897
27	-0.057943	-0.4413	0.330325
28	0.047389	0.3609	0.359741
29	-0.19126	-1.4566	0.075311
30	0.126773	0.9655	0.169158
31	0.024157	0.184	0.427336
32	0.008218	0.0626	0.475155
33	0.056139	0.4275	0.335283
34	-0.104271	-0.7941	0.215185
35	0.021413	0.1631	0.435514
36	0.05132	0.3908	0.348674

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.279658	-2.1298	0.018721
2	-0.299589	-2.2816	0.013101
3	0.128869	0.9814	0.165227
4	0.036674	0.2793	0.390505
5	-0.183194	-1.3952	0.084143
6	-0.109006	-0.8302	0.204925
7	-0.10469	-0.7973	0.214265
8	-0.007658	-0.0583	0.476847
9	-0.036819	-0.2804	0.390081
10	-0.049482	-0.3768	0.353833
11	0.017148	0.1306	0.448275
12	0.09407	0.7164	0.238305
13	0.0192	0.1462	0.442125
14	0.194321	1.4799	0.072155
15	-0.217908	-1.6595	0.051203
16	0.117472	0.8946	0.187339
17	-0.096984	-0.7386	0.231562
18	-0.182994	-1.3936	0.084372
19	0.005723	0.0436	0.482693
20	0.078181	0.5954	0.276942
21	0.171371	1.3051	0.098503
22	-0.088394	-0.6732	0.251749
23	-0.081027	-0.6171	0.269799
24	0.032516	0.2476	0.402645
25	-0.014806	-0.1128	0.455305
26	0.034579	0.2633	0.396609
27	-0.108454	-0.826	0.206106
28	0.006067	0.0462	0.481654
29	-0.114977	-0.8756	0.192419
30	0.033365	0.2541	0.400158
31	0.040904	0.3115	0.378262
32	0.093214	0.7099	0.240306
33	0.014429	0.1099	0.456439
34	-0.178906	-1.3625	0.089153
35	-0.090774	-0.6913	0.246063
36	-0.003016	-0.023	0.490876

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.279658 & -2.1298 & 0.018721 \tabularnewline
2 & -0.299589 & -2.2816 & 0.013101 \tabularnewline
3 & 0.128869 & 0.9814 & 0.165227 \tabularnewline
4 & 0.036674 & 0.2793 & 0.390505 \tabularnewline
5 & -0.183194 & -1.3952 & 0.084143 \tabularnewline
6 & -0.109006 & -0.8302 & 0.204925 \tabularnewline
7 & -0.10469 & -0.7973 & 0.214265 \tabularnewline
8 & -0.007658 & -0.0583 & 0.476847 \tabularnewline
9 & -0.036819 & -0.2804 & 0.390081 \tabularnewline
10 & -0.049482 & -0.3768 & 0.353833 \tabularnewline
11 & 0.017148 & 0.1306 & 0.448275 \tabularnewline
12 & 0.09407 & 0.7164 & 0.238305 \tabularnewline
13 & 0.0192 & 0.1462 & 0.442125 \tabularnewline
14 & 0.194321 & 1.4799 & 0.072155 \tabularnewline
15 & -0.217908 & -1.6595 & 0.051203 \tabularnewline
16 & 0.117472 & 0.8946 & 0.187339 \tabularnewline
17 & -0.096984 & -0.7386 & 0.231562 \tabularnewline
18 & -0.182994 & -1.3936 & 0.084372 \tabularnewline
19 & 0.005723 & 0.0436 & 0.482693 \tabularnewline
20 & 0.078181 & 0.5954 & 0.276942 \tabularnewline
21 & 0.171371 & 1.3051 & 0.098503 \tabularnewline
22 & -0.088394 & -0.6732 & 0.251749 \tabularnewline
23 & -0.081027 & -0.6171 & 0.269799 \tabularnewline
24 & 0.032516 & 0.2476 & 0.402645 \tabularnewline
25 & -0.014806 & -0.1128 & 0.455305 \tabularnewline
26 & 0.034579 & 0.2633 & 0.396609 \tabularnewline
27 & -0.108454 & -0.826 & 0.206106 \tabularnewline
28 & 0.006067 & 0.0462 & 0.481654 \tabularnewline
29 & -0.114977 & -0.8756 & 0.192419 \tabularnewline
30 & 0.033365 & 0.2541 & 0.400158 \tabularnewline
31 & 0.040904 & 0.3115 & 0.378262 \tabularnewline
32 & 0.093214 & 0.7099 & 0.240306 \tabularnewline
33 & 0.014429 & 0.1099 & 0.456439 \tabularnewline
34 & -0.178906 & -1.3625 & 0.089153 \tabularnewline
35 & -0.090774 & -0.6913 & 0.246063 \tabularnewline
36 & -0.003016 & -0.023 & 0.490876 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29509&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]-0.279658[/C][C]-2.1298[/C][C]0.018721[/C][/ROW]
[ROW][C]2[/C][C]-0.299589[/C][C]-2.2816[/C][C]0.013101[/C][/ROW]
[ROW][C]3[/C][C]0.128869[/C][C]0.9814[/C][C]0.165227[/C][/ROW]
[ROW][C]4[/C][C]0.036674[/C][C]0.2793[/C][C]0.390505[/C][/ROW]
[ROW][C]5[/C][C]-0.183194[/C][C]-1.3952[/C][C]0.084143[/C][/ROW]
[ROW][C]6[/C][C]-0.109006[/C][C]-0.8302[/C][C]0.204925[/C][/ROW]
[ROW][C]7[/C][C]-0.10469[/C][C]-0.7973[/C][C]0.214265[/C][/ROW]
[ROW][C]8[/C][C]-0.007658[/C][C]-0.0583[/C][C]0.476847[/C][/ROW]
[ROW][C]9[/C][C]-0.036819[/C][C]-0.2804[/C][C]0.390081[/C][/ROW]
[ROW][C]10[/C][C]-0.049482[/C][C]-0.3768[/C][C]0.353833[/C][/ROW]
[ROW][C]11[/C][C]0.017148[/C][C]0.1306[/C][C]0.448275[/C][/ROW]
[ROW][C]12[/C][C]0.09407[/C][C]0.7164[/C][C]0.238305[/C][/ROW]
[ROW][C]13[/C][C]0.0192[/C][C]0.1462[/C][C]0.442125[/C][/ROW]
[ROW][C]14[/C][C]0.194321[/C][C]1.4799[/C][C]0.072155[/C][/ROW]
[ROW][C]15[/C][C]-0.217908[/C][C]-1.6595[/C][C]0.051203[/C][/ROW]
[ROW][C]16[/C][C]0.117472[/C][C]0.8946[/C][C]0.187339[/C][/ROW]
[ROW][C]17[/C][C]-0.096984[/C][C]-0.7386[/C][C]0.231562[/C][/ROW]
[ROW][C]18[/C][C]-0.182994[/C][C]-1.3936[/C][C]0.084372[/C][/ROW]
[ROW][C]19[/C][C]0.005723[/C][C]0.0436[/C][C]0.482693[/C][/ROW]
[ROW][C]20[/C][C]0.078181[/C][C]0.5954[/C][C]0.276942[/C][/ROW]
[ROW][C]21[/C][C]0.171371[/C][C]1.3051[/C][C]0.098503[/C][/ROW]
[ROW][C]22[/C][C]-0.088394[/C][C]-0.6732[/C][C]0.251749[/C][/ROW]
[ROW][C]23[/C][C]-0.081027[/C][C]-0.6171[/C][C]0.269799[/C][/ROW]
[ROW][C]24[/C][C]0.032516[/C][C]0.2476[/C][C]0.402645[/C][/ROW]
[ROW][C]25[/C][C]-0.014806[/C][C]-0.1128[/C][C]0.455305[/C][/ROW]
[ROW][C]26[/C][C]0.034579[/C][C]0.2633[/C][C]0.396609[/C][/ROW]
[ROW][C]27[/C][C]-0.108454[/C][C]-0.826[/C][C]0.206106[/C][/ROW]
[ROW][C]28[/C][C]0.006067[/C][C]0.0462[/C][C]0.481654[/C][/ROW]
[ROW][C]29[/C][C]-0.114977[/C][C]-0.8756[/C][C]0.192419[/C][/ROW]
[ROW][C]30[/C][C]0.033365[/C][C]0.2541[/C][C]0.400158[/C][/ROW]
[ROW][C]31[/C][C]0.040904[/C][C]0.3115[/C][C]0.378262[/C][/ROW]
[ROW][C]32[/C][C]0.093214[/C][C]0.7099[/C][C]0.240306[/C][/ROW]
[ROW][C]33[/C][C]0.014429[/C][C]0.1099[/C][C]0.456439[/C][/ROW]
[ROW][C]34[/C][C]-0.178906[/C][C]-1.3625[/C][C]0.089153[/C][/ROW]
[ROW][C]35[/C][C]-0.090774[/C][C]-0.6913[/C][C]0.246063[/C][/ROW]
[ROW][C]36[/C][C]-0.003016[/C][C]-0.023[/C][C]0.490876[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29509&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29509&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	-0.279658	-2.1298	0.018721
2	-0.299589	-2.2816	0.013101
3	0.128869	0.9814	0.165227
4	0.036674	0.2793	0.390505
5	-0.183194	-1.3952	0.084143
6	-0.109006	-0.8302	0.204925
7	-0.10469	-0.7973	0.214265
8	-0.007658	-0.0583	0.476847
9	-0.036819	-0.2804	0.390081
10	-0.049482	-0.3768	0.353833
11	0.017148	0.1306	0.448275
12	0.09407	0.7164	0.238305
13	0.0192	0.1462	0.442125
14	0.194321	1.4799	0.072155
15	-0.217908	-1.6595	0.051203
16	0.117472	0.8946	0.187339
17	-0.096984	-0.7386	0.231562
18	-0.182994	-1.3936	0.084372
19	0.005723	0.0436	0.482693
20	0.078181	0.5954	0.276942
21	0.171371	1.3051	0.098503
22	-0.088394	-0.6732	0.251749
23	-0.081027	-0.6171	0.269799
24	0.032516	0.2476	0.402645
25	-0.014806	-0.1128	0.455305
26	0.034579	0.2633	0.396609
27	-0.108454	-0.826	0.206106
28	0.006067	0.0462	0.481654
29	-0.114977	-0.8756	0.192419
30	0.033365	0.2541	0.400158
31	0.040904	0.3115	0.378262
32	0.093214	0.7099	0.240306
33	0.014429	0.1099	0.456439
34	-0.178906	-1.3625	0.089153
35	-0.090774	-0.6913	0.246063
36	-0.003016	-0.023	0.490876

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -1.0 ; par3 = 2 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -1.0 ; par3 = 2 ; 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