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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 08:49:30 -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/06/t12285786105ks6wjme9dktxli.htm/, Retrieved Sun, 26 May 2024 04:29:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29712, Retrieved Sun, 26 May 2024 04:29:09 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

225

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:44:00] [063e4b67ad7d3a8a83eccec794cd5aa7]
F   P     [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:46:29] [063e4b67ad7d3a8a83eccec794cd5aa7]
F   PD      [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:15:38] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D          [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:49:30] [6797a1f4a60918966297e9d9220cabc2] [Current]

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Dataseries X:

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Histogram

Boxplots

7.4
7.2
7.1
6.9
6.8
6.8
6.8
6.9
6.7
6.6
6.5
6.4
6.3
6.3
6.3
6.5
6.6
6.5
6.4
6.5
6.7
7.1
7.1
7.2
7.2
7.3
7.3
7.3
7.3
7.4
7.6
7.6
7.6
7.7
7.8
7.9
8.1
8.1
8.1
8.2
8.2
8.2
8.2
8.2
8.2
8.3
8.3
8.4
8.4
8.4
8.3
8
8
8.2
8.6
8.7
8.7
8.5
8.4
8.4
8.4
8.5
8.5
8.5
8.5
8.5
8.4
8.4
8.4
8.5
8.6
8.6
8.6
8.6
8.5
8.4
8.4
8.3
8.2
8.1
8.2
8.1
8
7.9
7.8
7.7
7.7
7.9
7.8
7.6
7.4
7.3
7.1
7.1
7
7
7
6.9
6.8
6.7
6.6
6.6

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=29712&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=29712&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29712&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	0.433283	4.3544	1.6e-05
2	0.135918	1.366	0.087492
3	-0.12447	-1.2509	0.106928
4	-0.036005	-0.3618	0.359111
5	0.110122	1.1067	0.135524
6	0.255672	2.5695	0.005823
7	0.26961	2.7095	0.003958
8	0.242175	2.4338	0.008348
9	0.257265	2.5855	0.005576
10	0.091514	0.9197	0.17996
11	0.019823	0.1992	0.421245
12	-0.138648	-1.3934	0.083279
13	-0.028343	-0.2848	0.388172
14	0.146903	1.4764	0.07148
15	0.210069	2.1112	0.018613
16	0.129369	1.3001	0.098256
17	0.050398	0.5065	0.306806
18	0.007827	0.0787	0.468729
19	-0.028618	-0.2876	0.38712
20	-0.043799	-0.4402	0.330374
21	-0.118373	-1.1896	0.11849
22	-0.097156	-0.9764	0.165598
23	0.004716	0.0474	0.481147
24	0.078045	0.7843	0.217338
25	0.02704	0.2718	0.393183
26	0.063394	0.6371	0.262751
27	-0.081671	-0.8208	0.20685
28	-0.117539	-1.1813	0.120137
29	-0.147281	-1.4802	0.070972
30	-0.199439	-2.0043	0.023856
31	-0.046608	-0.4684	0.320251
32	0.076526	0.7691	0.221821
33	0.235483	2.3666	0.00993
34	0.125664	1.2629	0.104766
35	-0.107913	-1.0845	0.140361
36	-0.319649	-3.2124	0.000883

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.433283 & 4.3544 & 1.6e-05 \tabularnewline
2 & 0.135918 & 1.366 & 0.087492 \tabularnewline
3 & -0.12447 & -1.2509 & 0.106928 \tabularnewline
4 & -0.036005 & -0.3618 & 0.359111 \tabularnewline
5 & 0.110122 & 1.1067 & 0.135524 \tabularnewline
6 & 0.255672 & 2.5695 & 0.005823 \tabularnewline
7 & 0.26961 & 2.7095 & 0.003958 \tabularnewline
8 & 0.242175 & 2.4338 & 0.008348 \tabularnewline
9 & 0.257265 & 2.5855 & 0.005576 \tabularnewline
10 & 0.091514 & 0.9197 & 0.17996 \tabularnewline
11 & 0.019823 & 0.1992 & 0.421245 \tabularnewline
12 & -0.138648 & -1.3934 & 0.083279 \tabularnewline
13 & -0.028343 & -0.2848 & 0.388172 \tabularnewline
14 & 0.146903 & 1.4764 & 0.07148 \tabularnewline
15 & 0.210069 & 2.1112 & 0.018613 \tabularnewline
16 & 0.129369 & 1.3001 & 0.098256 \tabularnewline
17 & 0.050398 & 0.5065 & 0.306806 \tabularnewline
18 & 0.007827 & 0.0787 & 0.468729 \tabularnewline
19 & -0.028618 & -0.2876 & 0.38712 \tabularnewline
20 & -0.043799 & -0.4402 & 0.330374 \tabularnewline
21 & -0.118373 & -1.1896 & 0.11849 \tabularnewline
22 & -0.097156 & -0.9764 & 0.165598 \tabularnewline
23 & 0.004716 & 0.0474 & 0.481147 \tabularnewline
24 & 0.078045 & 0.7843 & 0.217338 \tabularnewline
25 & 0.02704 & 0.2718 & 0.393183 \tabularnewline
26 & 0.063394 & 0.6371 & 0.262751 \tabularnewline
27 & -0.081671 & -0.8208 & 0.20685 \tabularnewline
28 & -0.117539 & -1.1813 & 0.120137 \tabularnewline
29 & -0.147281 & -1.4802 & 0.070972 \tabularnewline
30 & -0.199439 & -2.0043 & 0.023856 \tabularnewline
31 & -0.046608 & -0.4684 & 0.320251 \tabularnewline
32 & 0.076526 & 0.7691 & 0.221821 \tabularnewline
33 & 0.235483 & 2.3666 & 0.00993 \tabularnewline
34 & 0.125664 & 1.2629 & 0.104766 \tabularnewline
35 & -0.107913 & -1.0845 & 0.140361 \tabularnewline
36 & -0.319649 & -3.2124 & 0.000883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29712&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]0.433283[/C][C]4.3544[/C][C]1.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.135918[/C][C]1.366[/C][C]0.087492[/C][/ROW]
[ROW][C]3[/C][C]-0.12447[/C][C]-1.2509[/C][C]0.106928[/C][/ROW]
[ROW][C]4[/C][C]-0.036005[/C][C]-0.3618[/C][C]0.359111[/C][/ROW]
[ROW][C]5[/C][C]0.110122[/C][C]1.1067[/C][C]0.135524[/C][/ROW]
[ROW][C]6[/C][C]0.255672[/C][C]2.5695[/C][C]0.005823[/C][/ROW]
[ROW][C]7[/C][C]0.26961[/C][C]2.7095[/C][C]0.003958[/C][/ROW]
[ROW][C]8[/C][C]0.242175[/C][C]2.4338[/C][C]0.008348[/C][/ROW]
[ROW][C]9[/C][C]0.257265[/C][C]2.5855[/C][C]0.005576[/C][/ROW]
[ROW][C]10[/C][C]0.091514[/C][C]0.9197[/C][C]0.17996[/C][/ROW]
[ROW][C]11[/C][C]0.019823[/C][C]0.1992[/C][C]0.421245[/C][/ROW]
[ROW][C]12[/C][C]-0.138648[/C][C]-1.3934[/C][C]0.083279[/C][/ROW]
[ROW][C]13[/C][C]-0.028343[/C][C]-0.2848[/C][C]0.388172[/C][/ROW]
[ROW][C]14[/C][C]0.146903[/C][C]1.4764[/C][C]0.07148[/C][/ROW]
[ROW][C]15[/C][C]0.210069[/C][C]2.1112[/C][C]0.018613[/C][/ROW]
[ROW][C]16[/C][C]0.129369[/C][C]1.3001[/C][C]0.098256[/C][/ROW]
[ROW][C]17[/C][C]0.050398[/C][C]0.5065[/C][C]0.306806[/C][/ROW]
[ROW][C]18[/C][C]0.007827[/C][C]0.0787[/C][C]0.468729[/C][/ROW]
[ROW][C]19[/C][C]-0.028618[/C][C]-0.2876[/C][C]0.38712[/C][/ROW]
[ROW][C]20[/C][C]-0.043799[/C][C]-0.4402[/C][C]0.330374[/C][/ROW]
[ROW][C]21[/C][C]-0.118373[/C][C]-1.1896[/C][C]0.11849[/C][/ROW]
[ROW][C]22[/C][C]-0.097156[/C][C]-0.9764[/C][C]0.165598[/C][/ROW]
[ROW][C]23[/C][C]0.004716[/C][C]0.0474[/C][C]0.481147[/C][/ROW]
[ROW][C]24[/C][C]0.078045[/C][C]0.7843[/C][C]0.217338[/C][/ROW]
[ROW][C]25[/C][C]0.02704[/C][C]0.2718[/C][C]0.393183[/C][/ROW]
[ROW][C]26[/C][C]0.063394[/C][C]0.6371[/C][C]0.262751[/C][/ROW]
[ROW][C]27[/C][C]-0.081671[/C][C]-0.8208[/C][C]0.20685[/C][/ROW]
[ROW][C]28[/C][C]-0.117539[/C][C]-1.1813[/C][C]0.120137[/C][/ROW]
[ROW][C]29[/C][C]-0.147281[/C][C]-1.4802[/C][C]0.070972[/C][/ROW]
[ROW][C]30[/C][C]-0.199439[/C][C]-2.0043[/C][C]0.023856[/C][/ROW]
[ROW][C]31[/C][C]-0.046608[/C][C]-0.4684[/C][C]0.320251[/C][/ROW]
[ROW][C]32[/C][C]0.076526[/C][C]0.7691[/C][C]0.221821[/C][/ROW]
[ROW][C]33[/C][C]0.235483[/C][C]2.3666[/C][C]0.00993[/C][/ROW]
[ROW][C]34[/C][C]0.125664[/C][C]1.2629[/C][C]0.104766[/C][/ROW]
[ROW][C]35[/C][C]-0.107913[/C][C]-1.0845[/C][C]0.140361[/C][/ROW]
[ROW][C]36[/C][C]-0.319649[/C][C]-3.2124[/C][C]0.000883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29712&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29712&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	0.433283	4.3544	1.6e-05
2	0.135918	1.366	0.087492
3	-0.12447	-1.2509	0.106928
4	-0.036005	-0.3618	0.359111
5	0.110122	1.1067	0.135524
6	0.255672	2.5695	0.005823
7	0.26961	2.7095	0.003958
8	0.242175	2.4338	0.008348
9	0.257265	2.5855	0.005576
10	0.091514	0.9197	0.17996
11	0.019823	0.1992	0.421245
12	-0.138648	-1.3934	0.083279
13	-0.028343	-0.2848	0.388172
14	0.146903	1.4764	0.07148
15	0.210069	2.1112	0.018613
16	0.129369	1.3001	0.098256
17	0.050398	0.5065	0.306806
18	0.007827	0.0787	0.468729
19	-0.028618	-0.2876	0.38712
20	-0.043799	-0.4402	0.330374
21	-0.118373	-1.1896	0.11849
22	-0.097156	-0.9764	0.165598
23	0.004716	0.0474	0.481147
24	0.078045	0.7843	0.217338
25	0.02704	0.2718	0.393183
26	0.063394	0.6371	0.262751
27	-0.081671	-0.8208	0.20685
28	-0.117539	-1.1813	0.120137
29	-0.147281	-1.4802	0.070972
30	-0.199439	-2.0043	0.023856
31	-0.046608	-0.4684	0.320251
32	0.076526	0.7691	0.221821
33	0.235483	2.3666	0.00993
34	0.125664	1.2629	0.104766
35	-0.107913	-1.0845	0.140361
36	-0.319649	-3.2124	0.000883

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.433283	4.3544	1.6e-05
2	-0.063791	-0.6411	0.261456
3	-0.19714	-1.9812	0.025142
4	0.130592	1.3124	0.096174
5	0.141694	1.424	0.078763
6	0.140737	1.4144	0.080162
7	0.108895	1.0944	0.138196
8	0.131158	1.3181	0.095223
9	0.216762	2.1784	0.01585
10	-0.075425	-0.758	0.225105
11	-0.014303	-0.1437	0.442995
12	-0.171408	-1.7226	0.044008
13	0.011207	0.1126	0.455275
14	0.104562	1.0508	0.147922
15	-0.072133	-0.7249	0.235085
16	-0.055399	-0.5567	0.289465
17	0.047881	0.4812	0.31571
18	0.044102	0.4432	0.329276
19	-0.03457	-0.3474	0.364497
20	-0.081941	-0.8235	0.206084
21	-0.094775	-0.9525	0.171566
22	-0.074272	-0.7464	0.228573
23	0.011091	0.1115	0.455734
24	-0.025757	-0.2589	0.398137
25	-0.074693	-0.7507	0.227304
26	0.214586	2.1566	0.016706
27	-0.067957	-0.683	0.248099
28	-0.064364	-0.6469	0.259597
29	-0.021843	-0.2195	0.413343
30	-0.159787	-1.6058	0.055716
31	0.139112	1.3981	0.082579
32	0.03495	0.3512	0.363068
33	0.17455	1.7542	0.041214
34	0.025718	0.2585	0.398288
35	-0.174647	-1.7552	0.04113
36	-0.0322	-0.3236	0.373454

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.433283 & 4.3544 & 1.6e-05 \tabularnewline
2 & -0.063791 & -0.6411 & 0.261456 \tabularnewline
3 & -0.19714 & -1.9812 & 0.025142 \tabularnewline
4 & 0.130592 & 1.3124 & 0.096174 \tabularnewline
5 & 0.141694 & 1.424 & 0.078763 \tabularnewline
6 & 0.140737 & 1.4144 & 0.080162 \tabularnewline
7 & 0.108895 & 1.0944 & 0.138196 \tabularnewline
8 & 0.131158 & 1.3181 & 0.095223 \tabularnewline
9 & 0.216762 & 2.1784 & 0.01585 \tabularnewline
10 & -0.075425 & -0.758 & 0.225105 \tabularnewline
11 & -0.014303 & -0.1437 & 0.442995 \tabularnewline
12 & -0.171408 & -1.7226 & 0.044008 \tabularnewline
13 & 0.011207 & 0.1126 & 0.455275 \tabularnewline
14 & 0.104562 & 1.0508 & 0.147922 \tabularnewline
15 & -0.072133 & -0.7249 & 0.235085 \tabularnewline
16 & -0.055399 & -0.5567 & 0.289465 \tabularnewline
17 & 0.047881 & 0.4812 & 0.31571 \tabularnewline
18 & 0.044102 & 0.4432 & 0.329276 \tabularnewline
19 & -0.03457 & -0.3474 & 0.364497 \tabularnewline
20 & -0.081941 & -0.8235 & 0.206084 \tabularnewline
21 & -0.094775 & -0.9525 & 0.171566 \tabularnewline
22 & -0.074272 & -0.7464 & 0.228573 \tabularnewline
23 & 0.011091 & 0.1115 & 0.455734 \tabularnewline
24 & -0.025757 & -0.2589 & 0.398137 \tabularnewline
25 & -0.074693 & -0.7507 & 0.227304 \tabularnewline
26 & 0.214586 & 2.1566 & 0.016706 \tabularnewline
27 & -0.067957 & -0.683 & 0.248099 \tabularnewline
28 & -0.064364 & -0.6469 & 0.259597 \tabularnewline
29 & -0.021843 & -0.2195 & 0.413343 \tabularnewline
30 & -0.159787 & -1.6058 & 0.055716 \tabularnewline
31 & 0.139112 & 1.3981 & 0.082579 \tabularnewline
32 & 0.03495 & 0.3512 & 0.363068 \tabularnewline
33 & 0.17455 & 1.7542 & 0.041214 \tabularnewline
34 & 0.025718 & 0.2585 & 0.398288 \tabularnewline
35 & -0.174647 & -1.7552 & 0.04113 \tabularnewline
36 & -0.0322 & -0.3236 & 0.373454 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29712&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]0.433283[/C][C]4.3544[/C][C]1.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.063791[/C][C]-0.6411[/C][C]0.261456[/C][/ROW]
[ROW][C]3[/C][C]-0.19714[/C][C]-1.9812[/C][C]0.025142[/C][/ROW]
[ROW][C]4[/C][C]0.130592[/C][C]1.3124[/C][C]0.096174[/C][/ROW]
[ROW][C]5[/C][C]0.141694[/C][C]1.424[/C][C]0.078763[/C][/ROW]
[ROW][C]6[/C][C]0.140737[/C][C]1.4144[/C][C]0.080162[/C][/ROW]
[ROW][C]7[/C][C]0.108895[/C][C]1.0944[/C][C]0.138196[/C][/ROW]
[ROW][C]8[/C][C]0.131158[/C][C]1.3181[/C][C]0.095223[/C][/ROW]
[ROW][C]9[/C][C]0.216762[/C][C]2.1784[/C][C]0.01585[/C][/ROW]
[ROW][C]10[/C][C]-0.075425[/C][C]-0.758[/C][C]0.225105[/C][/ROW]
[ROW][C]11[/C][C]-0.014303[/C][C]-0.1437[/C][C]0.442995[/C][/ROW]
[ROW][C]12[/C][C]-0.171408[/C][C]-1.7226[/C][C]0.044008[/C][/ROW]
[ROW][C]13[/C][C]0.011207[/C][C]0.1126[/C][C]0.455275[/C][/ROW]
[ROW][C]14[/C][C]0.104562[/C][C]1.0508[/C][C]0.147922[/C][/ROW]
[ROW][C]15[/C][C]-0.072133[/C][C]-0.7249[/C][C]0.235085[/C][/ROW]
[ROW][C]16[/C][C]-0.055399[/C][C]-0.5567[/C][C]0.289465[/C][/ROW]
[ROW][C]17[/C][C]0.047881[/C][C]0.4812[/C][C]0.31571[/C][/ROW]
[ROW][C]18[/C][C]0.044102[/C][C]0.4432[/C][C]0.329276[/C][/ROW]
[ROW][C]19[/C][C]-0.03457[/C][C]-0.3474[/C][C]0.364497[/C][/ROW]
[ROW][C]20[/C][C]-0.081941[/C][C]-0.8235[/C][C]0.206084[/C][/ROW]
[ROW][C]21[/C][C]-0.094775[/C][C]-0.9525[/C][C]0.171566[/C][/ROW]
[ROW][C]22[/C][C]-0.074272[/C][C]-0.7464[/C][C]0.228573[/C][/ROW]
[ROW][C]23[/C][C]0.011091[/C][C]0.1115[/C][C]0.455734[/C][/ROW]
[ROW][C]24[/C][C]-0.025757[/C][C]-0.2589[/C][C]0.398137[/C][/ROW]
[ROW][C]25[/C][C]-0.074693[/C][C]-0.7507[/C][C]0.227304[/C][/ROW]
[ROW][C]26[/C][C]0.214586[/C][C]2.1566[/C][C]0.016706[/C][/ROW]
[ROW][C]27[/C][C]-0.067957[/C][C]-0.683[/C][C]0.248099[/C][/ROW]
[ROW][C]28[/C][C]-0.064364[/C][C]-0.6469[/C][C]0.259597[/C][/ROW]
[ROW][C]29[/C][C]-0.021843[/C][C]-0.2195[/C][C]0.413343[/C][/ROW]
[ROW][C]30[/C][C]-0.159787[/C][C]-1.6058[/C][C]0.055716[/C][/ROW]
[ROW][C]31[/C][C]0.139112[/C][C]1.3981[/C][C]0.082579[/C][/ROW]
[ROW][C]32[/C][C]0.03495[/C][C]0.3512[/C][C]0.363068[/C][/ROW]
[ROW][C]33[/C][C]0.17455[/C][C]1.7542[/C][C]0.041214[/C][/ROW]
[ROW][C]34[/C][C]0.025718[/C][C]0.2585[/C][C]0.398288[/C][/ROW]
[ROW][C]35[/C][C]-0.174647[/C][C]-1.7552[/C][C]0.04113[/C][/ROW]
[ROW][C]36[/C][C]-0.0322[/C][C]-0.3236[/C][C]0.373454[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29712&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29712&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	0.433283	4.3544	1.6e-05
2	-0.063791	-0.6411	0.261456
3	-0.19714	-1.9812	0.025142
4	0.130592	1.3124	0.096174
5	0.141694	1.424	0.078763
6	0.140737	1.4144	0.080162
7	0.108895	1.0944	0.138196
8	0.131158	1.3181	0.095223
9	0.216762	2.1784	0.01585
10	-0.075425	-0.758	0.225105
11	-0.014303	-0.1437	0.442995
12	-0.171408	-1.7226	0.044008
13	0.011207	0.1126	0.455275
14	0.104562	1.0508	0.147922
15	-0.072133	-0.7249	0.235085
16	-0.055399	-0.5567	0.289465
17	0.047881	0.4812	0.31571
18	0.044102	0.4432	0.329276
19	-0.03457	-0.3474	0.364497
20	-0.081941	-0.8235	0.206084
21	-0.094775	-0.9525	0.171566
22	-0.074272	-0.7464	0.228573
23	0.011091	0.1115	0.455734
24	-0.025757	-0.2589	0.398137
25	-0.074693	-0.7507	0.227304
26	0.214586	2.1566	0.016706
27	-0.067957	-0.683	0.248099
28	-0.064364	-0.6469	0.259597
29	-0.021843	-0.2195	0.413343
30	-0.159787	-1.6058	0.055716
31	0.139112	1.3981	0.082579
32	0.03495	0.3512	0.363068
33	0.17455	1.7542	0.041214
34	0.025718	0.2585	0.398288
35	-0.174647	-1.7552	0.04113
36	-0.0322	-0.3236	0.373454

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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