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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 13 Dec 2008 08:31:10 -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/13/t1229182324kp1aq2v9zgddx01.htm/, Retrieved Sat, 25 May 2024 13:41:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33148, Retrieved Sat, 25 May 2024 13:41:32 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

196

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

-     [(Partial) Autocorrelation Function] [paper - autocorre...] [2008-12-07 11:29:09] [b6c777429d07a05453509ef079833861]
-   PD    [(Partial) Autocorrelation Function] [paper - inflatie ...] [2008-12-13 15:31:10] [1828943283e41f5e3270e2e73d6433b4] [Current]
- RMP       [ARIMA Backward Selection] [paper - inflatie ...] [2008-12-13 15:44:09] [b6c777429d07a05453509ef079833861] 
-   PD        [ARIMA Backward Selection] [paper - inflatie ...] [2008-12-14 10:34:20] [b6c777429d07a05453509ef079833861] 

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Dataseries X:

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Histogram

Boxplots

19.2
26.6
26.6
31.4
31.2
26.4
20.7
20.7
15
13.3
8.7
10.2
4.3
-0.1
-4.6
-3.9
-3.5
-3.4
-2.5
-1.1
0.3
-0.9
3.6
2.7
-0.2
-1
5.8
6.4
9.6
13.2
10.6
10.9
12.9
15.9
12.2
9.1
9
17.4
14.7
17
13.7
9.5
14.8
13.6
12.6
8.9
10.2
12.7
16
10.4
9.9
9.5
8.6
10
3.5
-4.2
-4.4
-1.5
-0.1
0.8

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=33148&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=33148&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33148&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	0.082313	0.6323	0.26483
2	0.013868	0.1065	0.457764
3	-0.088865	-0.6826	0.248771
4	0.095599	0.7343	0.232835
5	0.078118	0.6	0.27539
6	0.115316	0.8858	0.189671
7	-0.14914	-1.1456	0.128299
8	-0.130006	-0.9986	0.161035
9	-0.008755	-0.0673	0.473304
10	0.076652	0.5888	0.27913
11	0.182131	1.399	0.083527
12	-0.34981	-2.6869	0.004677
13	-0.166346	-1.2777	0.103175
14	-0.027569	-0.2118	0.416512
15	0.076528	0.5878	0.279447
16	-0.063791	-0.49	0.312981
17	-0.074141	-0.5695	0.285594
18	-0.153022	-1.1754	0.122282
19	0.000843	0.0065	0.497428
20	0.055902	0.4294	0.334601
21	-0.00102	-0.0078	0.496888
22	-0.007255	-0.0557	0.477875
23	-0.237625	-1.8252	0.036515
24	-0.0218	-0.1674	0.433796
25	0.067382	0.5176	0.303346
26	0.050018	0.3842	0.351108
27	-0.092703	-0.7121	0.239616
28	0.027188	0.2088	0.417649
29	-0.099857	-0.767	0.223065
30	0.068867	0.529	0.299403
31	0.068016	0.5224	0.30166
32	-0.030118	-0.2313	0.408925
33	-0.057262	-0.4398	0.330831
34	-0.075786	-0.5821	0.28135
35	0.044974	0.3455	0.36549
36	0.082051	0.6302	0.265483

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.082313 & 0.6323 & 0.26483 \tabularnewline
2 & 0.013868 & 0.1065 & 0.457764 \tabularnewline
3 & -0.088865 & -0.6826 & 0.248771 \tabularnewline
4 & 0.095599 & 0.7343 & 0.232835 \tabularnewline
5 & 0.078118 & 0.6 & 0.27539 \tabularnewline
6 & 0.115316 & 0.8858 & 0.189671 \tabularnewline
7 & -0.14914 & -1.1456 & 0.128299 \tabularnewline
8 & -0.130006 & -0.9986 & 0.161035 \tabularnewline
9 & -0.008755 & -0.0673 & 0.473304 \tabularnewline
10 & 0.076652 & 0.5888 & 0.27913 \tabularnewline
11 & 0.182131 & 1.399 & 0.083527 \tabularnewline
12 & -0.34981 & -2.6869 & 0.004677 \tabularnewline
13 & -0.166346 & -1.2777 & 0.103175 \tabularnewline
14 & -0.027569 & -0.2118 & 0.416512 \tabularnewline
15 & 0.076528 & 0.5878 & 0.279447 \tabularnewline
16 & -0.063791 & -0.49 & 0.312981 \tabularnewline
17 & -0.074141 & -0.5695 & 0.285594 \tabularnewline
18 & -0.153022 & -1.1754 & 0.122282 \tabularnewline
19 & 0.000843 & 0.0065 & 0.497428 \tabularnewline
20 & 0.055902 & 0.4294 & 0.334601 \tabularnewline
21 & -0.00102 & -0.0078 & 0.496888 \tabularnewline
22 & -0.007255 & -0.0557 & 0.477875 \tabularnewline
23 & -0.237625 & -1.8252 & 0.036515 \tabularnewline
24 & -0.0218 & -0.1674 & 0.433796 \tabularnewline
25 & 0.067382 & 0.5176 & 0.303346 \tabularnewline
26 & 0.050018 & 0.3842 & 0.351108 \tabularnewline
27 & -0.092703 & -0.7121 & 0.239616 \tabularnewline
28 & 0.027188 & 0.2088 & 0.417649 \tabularnewline
29 & -0.099857 & -0.767 & 0.223065 \tabularnewline
30 & 0.068867 & 0.529 & 0.299403 \tabularnewline
31 & 0.068016 & 0.5224 & 0.30166 \tabularnewline
32 & -0.030118 & -0.2313 & 0.408925 \tabularnewline
33 & -0.057262 & -0.4398 & 0.330831 \tabularnewline
34 & -0.075786 & -0.5821 & 0.28135 \tabularnewline
35 & 0.044974 & 0.3455 & 0.36549 \tabularnewline
36 & 0.082051 & 0.6302 & 0.265483 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33148&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]0.082313[/C][C]0.6323[/C][C]0.26483[/C][/ROW]
[ROW][C]2[/C][C]0.013868[/C][C]0.1065[/C][C]0.457764[/C][/ROW]
[ROW][C]3[/C][C]-0.088865[/C][C]-0.6826[/C][C]0.248771[/C][/ROW]
[ROW][C]4[/C][C]0.095599[/C][C]0.7343[/C][C]0.232835[/C][/ROW]
[ROW][C]5[/C][C]0.078118[/C][C]0.6[/C][C]0.27539[/C][/ROW]
[ROW][C]6[/C][C]0.115316[/C][C]0.8858[/C][C]0.189671[/C][/ROW]
[ROW][C]7[/C][C]-0.14914[/C][C]-1.1456[/C][C]0.128299[/C][/ROW]
[ROW][C]8[/C][C]-0.130006[/C][C]-0.9986[/C][C]0.161035[/C][/ROW]
[ROW][C]9[/C][C]-0.008755[/C][C]-0.0673[/C][C]0.473304[/C][/ROW]
[ROW][C]10[/C][C]0.076652[/C][C]0.5888[/C][C]0.27913[/C][/ROW]
[ROW][C]11[/C][C]0.182131[/C][C]1.399[/C][C]0.083527[/C][/ROW]
[ROW][C]12[/C][C]-0.34981[/C][C]-2.6869[/C][C]0.004677[/C][/ROW]
[ROW][C]13[/C][C]-0.166346[/C][C]-1.2777[/C][C]0.103175[/C][/ROW]
[ROW][C]14[/C][C]-0.027569[/C][C]-0.2118[/C][C]0.416512[/C][/ROW]
[ROW][C]15[/C][C]0.076528[/C][C]0.5878[/C][C]0.279447[/C][/ROW]
[ROW][C]16[/C][C]-0.063791[/C][C]-0.49[/C][C]0.312981[/C][/ROW]
[ROW][C]17[/C][C]-0.074141[/C][C]-0.5695[/C][C]0.285594[/C][/ROW]
[ROW][C]18[/C][C]-0.153022[/C][C]-1.1754[/C][C]0.122282[/C][/ROW]
[ROW][C]19[/C][C]0.000843[/C][C]0.0065[/C][C]0.497428[/C][/ROW]
[ROW][C]20[/C][C]0.055902[/C][C]0.4294[/C][C]0.334601[/C][/ROW]
[ROW][C]21[/C][C]-0.00102[/C][C]-0.0078[/C][C]0.496888[/C][/ROW]
[ROW][C]22[/C][C]-0.007255[/C][C]-0.0557[/C][C]0.477875[/C][/ROW]
[ROW][C]23[/C][C]-0.237625[/C][C]-1.8252[/C][C]0.036515[/C][/ROW]
[ROW][C]24[/C][C]-0.0218[/C][C]-0.1674[/C][C]0.433796[/C][/ROW]
[ROW][C]25[/C][C]0.067382[/C][C]0.5176[/C][C]0.303346[/C][/ROW]
[ROW][C]26[/C][C]0.050018[/C][C]0.3842[/C][C]0.351108[/C][/ROW]
[ROW][C]27[/C][C]-0.092703[/C][C]-0.7121[/C][C]0.239616[/C][/ROW]
[ROW][C]28[/C][C]0.027188[/C][C]0.2088[/C][C]0.417649[/C][/ROW]
[ROW][C]29[/C][C]-0.099857[/C][C]-0.767[/C][C]0.223065[/C][/ROW]
[ROW][C]30[/C][C]0.068867[/C][C]0.529[/C][C]0.299403[/C][/ROW]
[ROW][C]31[/C][C]0.068016[/C][C]0.5224[/C][C]0.30166[/C][/ROW]
[ROW][C]32[/C][C]-0.030118[/C][C]-0.2313[/C][C]0.408925[/C][/ROW]
[ROW][C]33[/C][C]-0.057262[/C][C]-0.4398[/C][C]0.330831[/C][/ROW]
[ROW][C]34[/C][C]-0.075786[/C][C]-0.5821[/C][C]0.28135[/C][/ROW]
[ROW][C]35[/C][C]0.044974[/C][C]0.3455[/C][C]0.36549[/C][/ROW]
[ROW][C]36[/C][C]0.082051[/C][C]0.6302[/C][C]0.265483[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33148&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33148&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	0.082313	0.6323	0.26483
2	0.013868	0.1065	0.457764
3	-0.088865	-0.6826	0.248771
4	0.095599	0.7343	0.232835
5	0.078118	0.6	0.27539
6	0.115316	0.8858	0.189671
7	-0.14914	-1.1456	0.128299
8	-0.130006	-0.9986	0.161035
9	-0.008755	-0.0673	0.473304
10	0.076652	0.5888	0.27913
11	0.182131	1.399	0.083527
12	-0.34981	-2.6869	0.004677
13	-0.166346	-1.2777	0.103175
14	-0.027569	-0.2118	0.416512
15	0.076528	0.5878	0.279447
16	-0.063791	-0.49	0.312981
17	-0.074141	-0.5695	0.285594
18	-0.153022	-1.1754	0.122282
19	0.000843	0.0065	0.497428
20	0.055902	0.4294	0.334601
21	-0.00102	-0.0078	0.496888
22	-0.007255	-0.0557	0.477875
23	-0.237625	-1.8252	0.036515
24	-0.0218	-0.1674	0.433796
25	0.067382	0.5176	0.303346
26	0.050018	0.3842	0.351108
27	-0.092703	-0.7121	0.239616
28	0.027188	0.2088	0.417649
29	-0.099857	-0.767	0.223065
30	0.068867	0.529	0.299403
31	0.068016	0.5224	0.30166
32	-0.030118	-0.2313	0.408925
33	-0.057262	-0.4398	0.330831
34	-0.075786	-0.5821	0.28135
35	0.044974	0.3455	0.36549
36	0.082051	0.6302	0.265483

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.082313	0.6323	0.26483
2	0.007141	0.0549	0.478221
3	-0.091208	-0.7006	0.243158
4	0.111913	0.8596	0.19674
5	0.064365	0.4944	0.311431
6	0.093979	0.7219	0.236613
7	-0.155753	-1.1964	0.118171
8	-0.111348	-0.8553	0.197929
9	0.023725	0.1822	0.428011
10	0.034709	0.2666	0.395352
11	0.182776	1.4039	0.082791
12	-0.391422	-3.0066	0.001939
13	-0.066173	-0.5083	0.306576
14	0.053719	0.4126	0.340689
15	-0.0302	-0.232	0.408682
16	-0.06734	-0.5172	0.303458
17	-0.079146	-0.6079	0.272782
18	0.034763	0.267	0.395193
19	-0.030741	-0.2361	0.407076
20	-0.051252	-0.3937	0.347621
21	-0.067543	-0.5188	0.302918
22	0.040886	0.3141	0.377295
23	-0.10288	-0.7902	0.216277
24	-0.130085	-0.9992	0.160889
25	-0.019469	-0.1495	0.440819
26	0.008424	0.0647	0.474313
27	-0.029605	-0.2274	0.41045
28	0.006815	0.0523	0.479214
29	-0.143122	-1.0993	0.138042
30	-0.007753	-0.0596	0.476357
31	0.03937	0.3024	0.381701
32	-0.094439	-0.7254	0.235538
33	-0.073942	-0.568	0.286108
34	-0.041971	-0.3224	0.374149
35	-0.031782	-0.2441	0.403992
36	-0.044846	-0.3445	0.36586

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.082313 & 0.6323 & 0.26483 \tabularnewline
2 & 0.007141 & 0.0549 & 0.478221 \tabularnewline
3 & -0.091208 & -0.7006 & 0.243158 \tabularnewline
4 & 0.111913 & 0.8596 & 0.19674 \tabularnewline
5 & 0.064365 & 0.4944 & 0.311431 \tabularnewline
6 & 0.093979 & 0.7219 & 0.236613 \tabularnewline
7 & -0.155753 & -1.1964 & 0.118171 \tabularnewline
8 & -0.111348 & -0.8553 & 0.197929 \tabularnewline
9 & 0.023725 & 0.1822 & 0.428011 \tabularnewline
10 & 0.034709 & 0.2666 & 0.395352 \tabularnewline
11 & 0.182776 & 1.4039 & 0.082791 \tabularnewline
12 & -0.391422 & -3.0066 & 0.001939 \tabularnewline
13 & -0.066173 & -0.5083 & 0.306576 \tabularnewline
14 & 0.053719 & 0.4126 & 0.340689 \tabularnewline
15 & -0.0302 & -0.232 & 0.408682 \tabularnewline
16 & -0.06734 & -0.5172 & 0.303458 \tabularnewline
17 & -0.079146 & -0.6079 & 0.272782 \tabularnewline
18 & 0.034763 & 0.267 & 0.395193 \tabularnewline
19 & -0.030741 & -0.2361 & 0.407076 \tabularnewline
20 & -0.051252 & -0.3937 & 0.347621 \tabularnewline
21 & -0.067543 & -0.5188 & 0.302918 \tabularnewline
22 & 0.040886 & 0.3141 & 0.377295 \tabularnewline
23 & -0.10288 & -0.7902 & 0.216277 \tabularnewline
24 & -0.130085 & -0.9992 & 0.160889 \tabularnewline
25 & -0.019469 & -0.1495 & 0.440819 \tabularnewline
26 & 0.008424 & 0.0647 & 0.474313 \tabularnewline
27 & -0.029605 & -0.2274 & 0.41045 \tabularnewline
28 & 0.006815 & 0.0523 & 0.479214 \tabularnewline
29 & -0.143122 & -1.0993 & 0.138042 \tabularnewline
30 & -0.007753 & -0.0596 & 0.476357 \tabularnewline
31 & 0.03937 & 0.3024 & 0.381701 \tabularnewline
32 & -0.094439 & -0.7254 & 0.235538 \tabularnewline
33 & -0.073942 & -0.568 & 0.286108 \tabularnewline
34 & -0.041971 & -0.3224 & 0.374149 \tabularnewline
35 & -0.031782 & -0.2441 & 0.403992 \tabularnewline
36 & -0.044846 & -0.3445 & 0.36586 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33148&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]0.082313[/C][C]0.6323[/C][C]0.26483[/C][/ROW]
[ROW][C]2[/C][C]0.007141[/C][C]0.0549[/C][C]0.478221[/C][/ROW]
[ROW][C]3[/C][C]-0.091208[/C][C]-0.7006[/C][C]0.243158[/C][/ROW]
[ROW][C]4[/C][C]0.111913[/C][C]0.8596[/C][C]0.19674[/C][/ROW]
[ROW][C]5[/C][C]0.064365[/C][C]0.4944[/C][C]0.311431[/C][/ROW]
[ROW][C]6[/C][C]0.093979[/C][C]0.7219[/C][C]0.236613[/C][/ROW]
[ROW][C]7[/C][C]-0.155753[/C][C]-1.1964[/C][C]0.118171[/C][/ROW]
[ROW][C]8[/C][C]-0.111348[/C][C]-0.8553[/C][C]0.197929[/C][/ROW]
[ROW][C]9[/C][C]0.023725[/C][C]0.1822[/C][C]0.428011[/C][/ROW]
[ROW][C]10[/C][C]0.034709[/C][C]0.2666[/C][C]0.395352[/C][/ROW]
[ROW][C]11[/C][C]0.182776[/C][C]1.4039[/C][C]0.082791[/C][/ROW]
[ROW][C]12[/C][C]-0.391422[/C][C]-3.0066[/C][C]0.001939[/C][/ROW]
[ROW][C]13[/C][C]-0.066173[/C][C]-0.5083[/C][C]0.306576[/C][/ROW]
[ROW][C]14[/C][C]0.053719[/C][C]0.4126[/C][C]0.340689[/C][/ROW]
[ROW][C]15[/C][C]-0.0302[/C][C]-0.232[/C][C]0.408682[/C][/ROW]
[ROW][C]16[/C][C]-0.06734[/C][C]-0.5172[/C][C]0.303458[/C][/ROW]
[ROW][C]17[/C][C]-0.079146[/C][C]-0.6079[/C][C]0.272782[/C][/ROW]
[ROW][C]18[/C][C]0.034763[/C][C]0.267[/C][C]0.395193[/C][/ROW]
[ROW][C]19[/C][C]-0.030741[/C][C]-0.2361[/C][C]0.407076[/C][/ROW]
[ROW][C]20[/C][C]-0.051252[/C][C]-0.3937[/C][C]0.347621[/C][/ROW]
[ROW][C]21[/C][C]-0.067543[/C][C]-0.5188[/C][C]0.302918[/C][/ROW]
[ROW][C]22[/C][C]0.040886[/C][C]0.3141[/C][C]0.377295[/C][/ROW]
[ROW][C]23[/C][C]-0.10288[/C][C]-0.7902[/C][C]0.216277[/C][/ROW]
[ROW][C]24[/C][C]-0.130085[/C][C]-0.9992[/C][C]0.160889[/C][/ROW]
[ROW][C]25[/C][C]-0.019469[/C][C]-0.1495[/C][C]0.440819[/C][/ROW]
[ROW][C]26[/C][C]0.008424[/C][C]0.0647[/C][C]0.474313[/C][/ROW]
[ROW][C]27[/C][C]-0.029605[/C][C]-0.2274[/C][C]0.41045[/C][/ROW]
[ROW][C]28[/C][C]0.006815[/C][C]0.0523[/C][C]0.479214[/C][/ROW]
[ROW][C]29[/C][C]-0.143122[/C][C]-1.0993[/C][C]0.138042[/C][/ROW]
[ROW][C]30[/C][C]-0.007753[/C][C]-0.0596[/C][C]0.476357[/C][/ROW]
[ROW][C]31[/C][C]0.03937[/C][C]0.3024[/C][C]0.381701[/C][/ROW]
[ROW][C]32[/C][C]-0.094439[/C][C]-0.7254[/C][C]0.235538[/C][/ROW]
[ROW][C]33[/C][C]-0.073942[/C][C]-0.568[/C][C]0.286108[/C][/ROW]
[ROW][C]34[/C][C]-0.041971[/C][C]-0.3224[/C][C]0.374149[/C][/ROW]
[ROW][C]35[/C][C]-0.031782[/C][C]-0.2441[/C][C]0.403992[/C][/ROW]
[ROW][C]36[/C][C]-0.044846[/C][C]-0.3445[/C][C]0.36586[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33148&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33148&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	0.082313	0.6323	0.26483
2	0.007141	0.0549	0.478221
3	-0.091208	-0.7006	0.243158
4	0.111913	0.8596	0.19674
5	0.064365	0.4944	0.311431
6	0.093979	0.7219	0.236613
7	-0.155753	-1.1964	0.118171
8	-0.111348	-0.8553	0.197929
9	0.023725	0.1822	0.428011
10	0.034709	0.2666	0.395352
11	0.182776	1.4039	0.082791
12	-0.391422	-3.0066	0.001939
13	-0.066173	-0.5083	0.306576
14	0.053719	0.4126	0.340689
15	-0.0302	-0.232	0.408682
16	-0.06734	-0.5172	0.303458
17	-0.079146	-0.6079	0.272782
18	0.034763	0.267	0.395193
19	-0.030741	-0.2361	0.407076
20	-0.051252	-0.3937	0.347621
21	-0.067543	-0.5188	0.302918
22	0.040886	0.3141	0.377295
23	-0.10288	-0.7902	0.216277
24	-0.130085	-0.9992	0.160889
25	-0.019469	-0.1495	0.440819
26	0.008424	0.0647	0.474313
27	-0.029605	-0.2274	0.41045
28	0.006815	0.0523	0.479214
29	-0.143122	-1.0993	0.138042
30	-0.007753	-0.0596	0.476357
31	0.03937	0.3024	0.381701
32	-0.094439	-0.7254	0.235538
33	-0.073942	-0.568	0.286108
34	-0.041971	-0.3224	0.374149
35	-0.031782	-0.2441	0.403992
36	-0.044846	-0.3445	0.36586

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