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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 03:44:20 -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/11/t1228992361s7oie3xjdkcwab2.htm/, Retrieved Sat, 25 May 2024 03:59:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32159, Retrieved Sat, 25 May 2024 03:59:04 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

paper

Estimated Impact

197

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 17:50:19] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Law of Averages] [2008-11-30 14:45:18] [415d0222c17b651a9576eaac006f530d]
- RMPD      [(Partial) Autocorrelation Function] [(P)ACF] [2008-12-11 10:44:20] [bb7e3816cefc365f4d7adcd50784b783] [Current]

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Dataseries X:

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Histogram

Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32159&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]3 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=32159&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32159&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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.85877	5.1526	5e-06
2	0.586988	3.5219	0.000592
3	0.342365	2.0542	0.023636
4	0.212685	1.2761	0.105044
5	0.208607	1.2516	0.109386
6	0.225682	1.3541	0.092073
7	0.207263	1.2436	0.110846
8	0.147977	0.8879	0.190254
9	0.06682	0.4009	0.345424
10	0.010454	0.0627	0.475167
11	-0.029075	-0.1745	0.431244
12	-0.069493	-0.417	0.339593
13	-0.108726	-0.6524	0.259159
14	-0.170042	-1.0202	0.157209
15	-0.228312	-1.3699	0.089606
16	-0.264287	-1.5857	0.060774
17	-0.27708	-1.6625	0.052551
18	-0.241687	-1.4501	0.077841
19	-0.212386	-1.2743	0.105358
20	-0.212995	-1.278	0.10472
21	-0.239833	-1.439	0.079395
22	-0.285919	-1.7155	0.047424
23	-0.305353	-1.8321	0.037608
24	-0.268438	-1.6106	0.057998
25	-0.167219	-1.0033	0.161203
26	-0.043029	-0.2582	0.398872
27	0.023966	0.1438	0.443233
28	0.013627	0.0818	0.467645
29	-0.04109	-0.2465	0.403333
30	-0.092253	-0.5535	0.291666
31	-0.091931	-0.5516	0.292321
32	-0.051081	-0.3065	0.380501
33	-0.015519	-0.0931	0.463165
34	0.004856	0.0291	0.488459
35	0.005685	0.0341	0.486488
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.85877 & 5.1526 & 5e-06 \tabularnewline
2 & 0.586988 & 3.5219 & 0.000592 \tabularnewline
3 & 0.342365 & 2.0542 & 0.023636 \tabularnewline
4 & 0.212685 & 1.2761 & 0.105044 \tabularnewline
5 & 0.208607 & 1.2516 & 0.109386 \tabularnewline
6 & 0.225682 & 1.3541 & 0.092073 \tabularnewline
7 & 0.207263 & 1.2436 & 0.110846 \tabularnewline
8 & 0.147977 & 0.8879 & 0.190254 \tabularnewline
9 & 0.06682 & 0.4009 & 0.345424 \tabularnewline
10 & 0.010454 & 0.0627 & 0.475167 \tabularnewline
11 & -0.029075 & -0.1745 & 0.431244 \tabularnewline
12 & -0.069493 & -0.417 & 0.339593 \tabularnewline
13 & -0.108726 & -0.6524 & 0.259159 \tabularnewline
14 & -0.170042 & -1.0202 & 0.157209 \tabularnewline
15 & -0.228312 & -1.3699 & 0.089606 \tabularnewline
16 & -0.264287 & -1.5857 & 0.060774 \tabularnewline
17 & -0.27708 & -1.6625 & 0.052551 \tabularnewline
18 & -0.241687 & -1.4501 & 0.077841 \tabularnewline
19 & -0.212386 & -1.2743 & 0.105358 \tabularnewline
20 & -0.212995 & -1.278 & 0.10472 \tabularnewline
21 & -0.239833 & -1.439 & 0.079395 \tabularnewline
22 & -0.285919 & -1.7155 & 0.047424 \tabularnewline
23 & -0.305353 & -1.8321 & 0.037608 \tabularnewline
24 & -0.268438 & -1.6106 & 0.057998 \tabularnewline
25 & -0.167219 & -1.0033 & 0.161203 \tabularnewline
26 & -0.043029 & -0.2582 & 0.398872 \tabularnewline
27 & 0.023966 & 0.1438 & 0.443233 \tabularnewline
28 & 0.013627 & 0.0818 & 0.467645 \tabularnewline
29 & -0.04109 & -0.2465 & 0.403333 \tabularnewline
30 & -0.092253 & -0.5535 & 0.291666 \tabularnewline
31 & -0.091931 & -0.5516 & 0.292321 \tabularnewline
32 & -0.051081 & -0.3065 & 0.380501 \tabularnewline
33 & -0.015519 & -0.0931 & 0.463165 \tabularnewline
34 & 0.004856 & 0.0291 & 0.488459 \tabularnewline
35 & 0.005685 & 0.0341 & 0.486488 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32159&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]0.85877[/C][C]5.1526[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.586988[/C][C]3.5219[/C][C]0.000592[/C][/ROW]
[ROW][C]3[/C][C]0.342365[/C][C]2.0542[/C][C]0.023636[/C][/ROW]
[ROW][C]4[/C][C]0.212685[/C][C]1.2761[/C][C]0.105044[/C][/ROW]
[ROW][C]5[/C][C]0.208607[/C][C]1.2516[/C][C]0.109386[/C][/ROW]
[ROW][C]6[/C][C]0.225682[/C][C]1.3541[/C][C]0.092073[/C][/ROW]
[ROW][C]7[/C][C]0.207263[/C][C]1.2436[/C][C]0.110846[/C][/ROW]
[ROW][C]8[/C][C]0.147977[/C][C]0.8879[/C][C]0.190254[/C][/ROW]
[ROW][C]9[/C][C]0.06682[/C][C]0.4009[/C][C]0.345424[/C][/ROW]
[ROW][C]10[/C][C]0.010454[/C][C]0.0627[/C][C]0.475167[/C][/ROW]
[ROW][C]11[/C][C]-0.029075[/C][C]-0.1745[/C][C]0.431244[/C][/ROW]
[ROW][C]12[/C][C]-0.069493[/C][C]-0.417[/C][C]0.339593[/C][/ROW]
[ROW][C]13[/C][C]-0.108726[/C][C]-0.6524[/C][C]0.259159[/C][/ROW]
[ROW][C]14[/C][C]-0.170042[/C][C]-1.0202[/C][C]0.157209[/C][/ROW]
[ROW][C]15[/C][C]-0.228312[/C][C]-1.3699[/C][C]0.089606[/C][/ROW]
[ROW][C]16[/C][C]-0.264287[/C][C]-1.5857[/C][C]0.060774[/C][/ROW]
[ROW][C]17[/C][C]-0.27708[/C][C]-1.6625[/C][C]0.052551[/C][/ROW]
[ROW][C]18[/C][C]-0.241687[/C][C]-1.4501[/C][C]0.077841[/C][/ROW]
[ROW][C]19[/C][C]-0.212386[/C][C]-1.2743[/C][C]0.105358[/C][/ROW]
[ROW][C]20[/C][C]-0.212995[/C][C]-1.278[/C][C]0.10472[/C][/ROW]
[ROW][C]21[/C][C]-0.239833[/C][C]-1.439[/C][C]0.079395[/C][/ROW]
[ROW][C]22[/C][C]-0.285919[/C][C]-1.7155[/C][C]0.047424[/C][/ROW]
[ROW][C]23[/C][C]-0.305353[/C][C]-1.8321[/C][C]0.037608[/C][/ROW]
[ROW][C]24[/C][C]-0.268438[/C][C]-1.6106[/C][C]0.057998[/C][/ROW]
[ROW][C]25[/C][C]-0.167219[/C][C]-1.0033[/C][C]0.161203[/C][/ROW]
[ROW][C]26[/C][C]-0.043029[/C][C]-0.2582[/C][C]0.398872[/C][/ROW]
[ROW][C]27[/C][C]0.023966[/C][C]0.1438[/C][C]0.443233[/C][/ROW]
[ROW][C]28[/C][C]0.013627[/C][C]0.0818[/C][C]0.467645[/C][/ROW]
[ROW][C]29[/C][C]-0.04109[/C][C]-0.2465[/C][C]0.403333[/C][/ROW]
[ROW][C]30[/C][C]-0.092253[/C][C]-0.5535[/C][C]0.291666[/C][/ROW]
[ROW][C]31[/C][C]-0.091931[/C][C]-0.5516[/C][C]0.292321[/C][/ROW]
[ROW][C]32[/C][C]-0.051081[/C][C]-0.3065[/C][C]0.380501[/C][/ROW]
[ROW][C]33[/C][C]-0.015519[/C][C]-0.0931[/C][C]0.463165[/C][/ROW]
[ROW][C]34[/C][C]0.004856[/C][C]0.0291[/C][C]0.488459[/C][/ROW]
[ROW][C]35[/C][C]0.005685[/C][C]0.0341[/C][C]0.486488[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32159&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32159&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	0.85877	5.1526	5e-06
2	0.586988	3.5219	0.000592
3	0.342365	2.0542	0.023636
4	0.212685	1.2761	0.105044
5	0.208607	1.2516	0.109386
6	0.225682	1.3541	0.092073
7	0.207263	1.2436	0.110846
8	0.147977	0.8879	0.190254
9	0.06682	0.4009	0.345424
10	0.010454	0.0627	0.475167
11	-0.029075	-0.1745	0.431244
12	-0.069493	-0.417	0.339593
13	-0.108726	-0.6524	0.259159
14	-0.170042	-1.0202	0.157209
15	-0.228312	-1.3699	0.089606
16	-0.264287	-1.5857	0.060774
17	-0.27708	-1.6625	0.052551
18	-0.241687	-1.4501	0.077841
19	-0.212386	-1.2743	0.105358
20	-0.212995	-1.278	0.10472
21	-0.239833	-1.439	0.079395
22	-0.285919	-1.7155	0.047424
23	-0.305353	-1.8321	0.037608
24	-0.268438	-1.6106	0.057998
25	-0.167219	-1.0033	0.161203
26	-0.043029	-0.2582	0.398872
27	0.023966	0.1438	0.443233
28	0.013627	0.0818	0.467645
29	-0.04109	-0.2465	0.403333
30	-0.092253	-0.5535	0.291666
31	-0.091931	-0.5516	0.292321
32	-0.051081	-0.3065	0.380501
33	-0.015519	-0.0931	0.463165
34	0.004856	0.0291	0.488459
35	0.005685	0.0341	0.486488
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.85877	5.1526	5e-06
2	-0.573297	-3.4398	0.000744
3	0.236141	1.4168	0.082562
4	0.148864	0.8932	0.188845
5	0.143808	0.8628	0.196967
6	-0.260226	-1.5614	0.063595
7	0.094066	0.5644	0.287993
8	-0.021789	-0.1307	0.448356
9	-0.040816	-0.2449	0.403964
10	0.001125	0.0068	0.497325
11	-0.123099	-0.7386	0.23247
12	-0.047085	-0.2825	0.389585
13	-0.003621	-0.0217	0.491392
14	-0.186647	-1.1199	0.135091
15	0.023078	0.1385	0.445321
16	-0.055068	-0.3304	0.371504
17	-0.009294	-0.0558	0.477918
18	0.101869	0.6112	0.272449
19	-0.231172	-1.387	0.08698
20	0.033569	0.2014	0.420755
21	-0.081513	-0.4891	0.313877
22	-0.013432	-0.0806	0.468107
23	-0.055027	-0.3302	0.371595
24	0.144639	0.8678	0.195617
25	0.150628	0.9038	0.186064
26	-0.099471	-0.5968	0.277179
27	-0.10139	-0.6083	0.273391
28	-0.007213	-0.0433	0.482859
29	0.007568	0.0454	0.482016
30	-0.038509	-0.2311	0.40929
31	-0.065772	-0.3946	0.34772
32	0.025498	0.153	0.439631
33	-0.098166	-0.589	0.279771
34	0.077525	0.4652	0.322313
35	-0.031505	-0.189	0.425565
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.85877 & 5.1526 & 5e-06 \tabularnewline
2 & -0.573297 & -3.4398 & 0.000744 \tabularnewline
3 & 0.236141 & 1.4168 & 0.082562 \tabularnewline
4 & 0.148864 & 0.8932 & 0.188845 \tabularnewline
5 & 0.143808 & 0.8628 & 0.196967 \tabularnewline
6 & -0.260226 & -1.5614 & 0.063595 \tabularnewline
7 & 0.094066 & 0.5644 & 0.287993 \tabularnewline
8 & -0.021789 & -0.1307 & 0.448356 \tabularnewline
9 & -0.040816 & -0.2449 & 0.403964 \tabularnewline
10 & 0.001125 & 0.0068 & 0.497325 \tabularnewline
11 & -0.123099 & -0.7386 & 0.23247 \tabularnewline
12 & -0.047085 & -0.2825 & 0.389585 \tabularnewline
13 & -0.003621 & -0.0217 & 0.491392 \tabularnewline
14 & -0.186647 & -1.1199 & 0.135091 \tabularnewline
15 & 0.023078 & 0.1385 & 0.445321 \tabularnewline
16 & -0.055068 & -0.3304 & 0.371504 \tabularnewline
17 & -0.009294 & -0.0558 & 0.477918 \tabularnewline
18 & 0.101869 & 0.6112 & 0.272449 \tabularnewline
19 & -0.231172 & -1.387 & 0.08698 \tabularnewline
20 & 0.033569 & 0.2014 & 0.420755 \tabularnewline
21 & -0.081513 & -0.4891 & 0.313877 \tabularnewline
22 & -0.013432 & -0.0806 & 0.468107 \tabularnewline
23 & -0.055027 & -0.3302 & 0.371595 \tabularnewline
24 & 0.144639 & 0.8678 & 0.195617 \tabularnewline
25 & 0.150628 & 0.9038 & 0.186064 \tabularnewline
26 & -0.099471 & -0.5968 & 0.277179 \tabularnewline
27 & -0.10139 & -0.6083 & 0.273391 \tabularnewline
28 & -0.007213 & -0.0433 & 0.482859 \tabularnewline
29 & 0.007568 & 0.0454 & 0.482016 \tabularnewline
30 & -0.038509 & -0.2311 & 0.40929 \tabularnewline
31 & -0.065772 & -0.3946 & 0.34772 \tabularnewline
32 & 0.025498 & 0.153 & 0.439631 \tabularnewline
33 & -0.098166 & -0.589 & 0.279771 \tabularnewline
34 & 0.077525 & 0.4652 & 0.322313 \tabularnewline
35 & -0.031505 & -0.189 & 0.425565 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32159&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]0.85877[/C][C]5.1526[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.573297[/C][C]-3.4398[/C][C]0.000744[/C][/ROW]
[ROW][C]3[/C][C]0.236141[/C][C]1.4168[/C][C]0.082562[/C][/ROW]
[ROW][C]4[/C][C]0.148864[/C][C]0.8932[/C][C]0.188845[/C][/ROW]
[ROW][C]5[/C][C]0.143808[/C][C]0.8628[/C][C]0.196967[/C][/ROW]
[ROW][C]6[/C][C]-0.260226[/C][C]-1.5614[/C][C]0.063595[/C][/ROW]
[ROW][C]7[/C][C]0.094066[/C][C]0.5644[/C][C]0.287993[/C][/ROW]
[ROW][C]8[/C][C]-0.021789[/C][C]-0.1307[/C][C]0.448356[/C][/ROW]
[ROW][C]9[/C][C]-0.040816[/C][C]-0.2449[/C][C]0.403964[/C][/ROW]
[ROW][C]10[/C][C]0.001125[/C][C]0.0068[/C][C]0.497325[/C][/ROW]
[ROW][C]11[/C][C]-0.123099[/C][C]-0.7386[/C][C]0.23247[/C][/ROW]
[ROW][C]12[/C][C]-0.047085[/C][C]-0.2825[/C][C]0.389585[/C][/ROW]
[ROW][C]13[/C][C]-0.003621[/C][C]-0.0217[/C][C]0.491392[/C][/ROW]
[ROW][C]14[/C][C]-0.186647[/C][C]-1.1199[/C][C]0.135091[/C][/ROW]
[ROW][C]15[/C][C]0.023078[/C][C]0.1385[/C][C]0.445321[/C][/ROW]
[ROW][C]16[/C][C]-0.055068[/C][C]-0.3304[/C][C]0.371504[/C][/ROW]
[ROW][C]17[/C][C]-0.009294[/C][C]-0.0558[/C][C]0.477918[/C][/ROW]
[ROW][C]18[/C][C]0.101869[/C][C]0.6112[/C][C]0.272449[/C][/ROW]
[ROW][C]19[/C][C]-0.231172[/C][C]-1.387[/C][C]0.08698[/C][/ROW]
[ROW][C]20[/C][C]0.033569[/C][C]0.2014[/C][C]0.420755[/C][/ROW]
[ROW][C]21[/C][C]-0.081513[/C][C]-0.4891[/C][C]0.313877[/C][/ROW]
[ROW][C]22[/C][C]-0.013432[/C][C]-0.0806[/C][C]0.468107[/C][/ROW]
[ROW][C]23[/C][C]-0.055027[/C][C]-0.3302[/C][C]0.371595[/C][/ROW]
[ROW][C]24[/C][C]0.144639[/C][C]0.8678[/C][C]0.195617[/C][/ROW]
[ROW][C]25[/C][C]0.150628[/C][C]0.9038[/C][C]0.186064[/C][/ROW]
[ROW][C]26[/C][C]-0.099471[/C][C]-0.5968[/C][C]0.277179[/C][/ROW]
[ROW][C]27[/C][C]-0.10139[/C][C]-0.6083[/C][C]0.273391[/C][/ROW]
[ROW][C]28[/C][C]-0.007213[/C][C]-0.0433[/C][C]0.482859[/C][/ROW]
[ROW][C]29[/C][C]0.007568[/C][C]0.0454[/C][C]0.482016[/C][/ROW]
[ROW][C]30[/C][C]-0.038509[/C][C]-0.2311[/C][C]0.40929[/C][/ROW]
[ROW][C]31[/C][C]-0.065772[/C][C]-0.3946[/C][C]0.34772[/C][/ROW]
[ROW][C]32[/C][C]0.025498[/C][C]0.153[/C][C]0.439631[/C][/ROW]
[ROW][C]33[/C][C]-0.098166[/C][C]-0.589[/C][C]0.279771[/C][/ROW]
[ROW][C]34[/C][C]0.077525[/C][C]0.4652[/C][C]0.322313[/C][/ROW]
[ROW][C]35[/C][C]-0.031505[/C][C]-0.189[/C][C]0.425565[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32159&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32159&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	0.85877	5.1526	5e-06
2	-0.573297	-3.4398	0.000744
3	0.236141	1.4168	0.082562
4	0.148864	0.8932	0.188845
5	0.143808	0.8628	0.196967
6	-0.260226	-1.5614	0.063595
7	0.094066	0.5644	0.287993
8	-0.021789	-0.1307	0.448356
9	-0.040816	-0.2449	0.403964
10	0.001125	0.0068	0.497325
11	-0.123099	-0.7386	0.23247
12	-0.047085	-0.2825	0.389585
13	-0.003621	-0.0217	0.491392
14	-0.186647	-1.1199	0.135091
15	0.023078	0.1385	0.445321
16	-0.055068	-0.3304	0.371504
17	-0.009294	-0.0558	0.477918
18	0.101869	0.6112	0.272449
19	-0.231172	-1.387	0.08698
20	0.033569	0.2014	0.420755
21	-0.081513	-0.4891	0.313877
22	-0.013432	-0.0806	0.468107
23	-0.055027	-0.3302	0.371595
24	0.144639	0.8678	0.195617
25	0.150628	0.9038	0.186064
26	-0.099471	-0.5968	0.277179
27	-0.10139	-0.6083	0.273391
28	-0.007213	-0.0433	0.482859
29	0.007568	0.0454	0.482016
30	-0.038509	-0.2311	0.40929
31	-0.065772	-0.3946	0.34772
32	0.025498	0.153	0.439631
33	-0.098166	-0.589	0.279771
34	0.077525	0.4652	0.322313
35	-0.031505	-0.189	0.425565
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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