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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 12:45:13 -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/t1228247160qloxmc4h3sx8csz.htm/, Retrieved Fri, 17 May 2024 03:04:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28274, Retrieved Fri, 17 May 2024 03:04:09 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

174

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

-     [Standard Deviation-Mean Plot] [nsts Q8] [2008-12-02 19:40:41] [3a9fc6d5b5e0e816787b7dbace57e7cd]
F RMPD    [(Partial) Autocorrelation Function] [nsts Q8] [2008-12-02 19:45:13] [821c4b3d195be8e737cf8c9dc649d3cf] [Current]
F   P       [(Partial) Autocorrelation Function] [nsts Q8] [2008-12-02 19:48:42] [3a9fc6d5b5e0e816787b7dbace57e7cd] 
F RMPD      [Standard Deviation-Mean Plot] [nsts Q8] [2008-12-02 19:54:11] [3a9fc6d5b5e0e816787b7dbace57e7cd] 
F RMPD        [(Partial) Autocorrelation Function] [nsts Q8] [2008-12-02 19:58:11] [3a9fc6d5b5e0e816787b7dbace57e7cd] 
F   P           [(Partial) Autocorrelation Function] [nsts Q8] [2008-12-02 20:02:32] [3a9fc6d5b5e0e816787b7dbace57e7cd] 

Feedback Forum

2008-12-09 23:31:09 [Gert-Jan Geudens] [reply] 
Correct.We zien hier inderdaad een lineaire trend.

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=28274&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=28274&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28274&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	0.943494	7.3083	0
2	0.878999	6.8087	0
3	0.831174	6.4382	0
4	0.79208	6.1354	0
5	0.742225	5.7493	0
6	0.684382	5.3012	1e-06
7	0.642219	4.9746	3e-06
8	0.593973	4.6009	1.1e-05
9	0.537821	4.1659	5e-05
10	0.480064	3.7186	0.000221
11	0.424849	3.2909	0.000838
12	0.38428	2.9766	0.002099
13	0.33914	2.627	0.00546
14	0.298346	2.311	0.012144
15	0.246752	1.9113	0.030371
16	0.197543	1.5302	0.065616
17	0.148264	1.1484	0.127671
18	0.100755	0.7804	0.219099
19	0.053096	0.4113	0.341166
20	-0.001336	-0.0103	0.495889
21	-0.036983	-0.2865	0.387753
22	-0.075157	-0.5822	0.281319
23	-0.12388	-0.9596	0.170561
24	-0.166335	-1.2884	0.101272
25	-0.193824	-1.5014	0.069254
26	-0.204102	-1.581	0.059572
27	-0.220496	-1.708	0.046407
28	-0.230327	-1.7841	0.039731
29	-0.233266	-1.8069	0.037899
30	-0.243592	-1.8869	0.032011
31	-0.26775	-2.074	0.02119
32	-0.293237	-2.2714	0.013361
33	-0.310165	-2.4025	0.009696
34	-0.32948	-2.5521	0.006635
35	-0.358029	-2.7733	0.003692
36	-0.373509	-2.8932	0.002654

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943494 & 7.3083 & 0 \tabularnewline
2 & 0.878999 & 6.8087 & 0 \tabularnewline
3 & 0.831174 & 6.4382 & 0 \tabularnewline
4 & 0.79208 & 6.1354 & 0 \tabularnewline
5 & 0.742225 & 5.7493 & 0 \tabularnewline
6 & 0.684382 & 5.3012 & 1e-06 \tabularnewline
7 & 0.642219 & 4.9746 & 3e-06 \tabularnewline
8 & 0.593973 & 4.6009 & 1.1e-05 \tabularnewline
9 & 0.537821 & 4.1659 & 5e-05 \tabularnewline
10 & 0.480064 & 3.7186 & 0.000221 \tabularnewline
11 & 0.424849 & 3.2909 & 0.000838 \tabularnewline
12 & 0.38428 & 2.9766 & 0.002099 \tabularnewline
13 & 0.33914 & 2.627 & 0.00546 \tabularnewline
14 & 0.298346 & 2.311 & 0.012144 \tabularnewline
15 & 0.246752 & 1.9113 & 0.030371 \tabularnewline
16 & 0.197543 & 1.5302 & 0.065616 \tabularnewline
17 & 0.148264 & 1.1484 & 0.127671 \tabularnewline
18 & 0.100755 & 0.7804 & 0.219099 \tabularnewline
19 & 0.053096 & 0.4113 & 0.341166 \tabularnewline
20 & -0.001336 & -0.0103 & 0.495889 \tabularnewline
21 & -0.036983 & -0.2865 & 0.387753 \tabularnewline
22 & -0.075157 & -0.5822 & 0.281319 \tabularnewline
23 & -0.12388 & -0.9596 & 0.170561 \tabularnewline
24 & -0.166335 & -1.2884 & 0.101272 \tabularnewline
25 & -0.193824 & -1.5014 & 0.069254 \tabularnewline
26 & -0.204102 & -1.581 & 0.059572 \tabularnewline
27 & -0.220496 & -1.708 & 0.046407 \tabularnewline
28 & -0.230327 & -1.7841 & 0.039731 \tabularnewline
29 & -0.233266 & -1.8069 & 0.037899 \tabularnewline
30 & -0.243592 & -1.8869 & 0.032011 \tabularnewline
31 & -0.26775 & -2.074 & 0.02119 \tabularnewline
32 & -0.293237 & -2.2714 & 0.013361 \tabularnewline
33 & -0.310165 & -2.4025 & 0.009696 \tabularnewline
34 & -0.32948 & -2.5521 & 0.006635 \tabularnewline
35 & -0.358029 & -2.7733 & 0.003692 \tabularnewline
36 & -0.373509 & -2.8932 & 0.002654 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28274&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]0.943494[/C][C]7.3083[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.878999[/C][C]6.8087[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.831174[/C][C]6.4382[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.79208[/C][C]6.1354[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.742225[/C][C]5.7493[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.684382[/C][C]5.3012[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.642219[/C][C]4.9746[/C][C]3e-06[/C][/ROW]
[ROW][C]8[/C][C]0.593973[/C][C]4.6009[/C][C]1.1e-05[/C][/ROW]
[ROW][C]9[/C][C]0.537821[/C][C]4.1659[/C][C]5e-05[/C][/ROW]
[ROW][C]10[/C][C]0.480064[/C][C]3.7186[/C][C]0.000221[/C][/ROW]
[ROW][C]11[/C][C]0.424849[/C][C]3.2909[/C][C]0.000838[/C][/ROW]
[ROW][C]12[/C][C]0.38428[/C][C]2.9766[/C][C]0.002099[/C][/ROW]
[ROW][C]13[/C][C]0.33914[/C][C]2.627[/C][C]0.00546[/C][/ROW]
[ROW][C]14[/C][C]0.298346[/C][C]2.311[/C][C]0.012144[/C][/ROW]
[ROW][C]15[/C][C]0.246752[/C][C]1.9113[/C][C]0.030371[/C][/ROW]
[ROW][C]16[/C][C]0.197543[/C][C]1.5302[/C][C]0.065616[/C][/ROW]
[ROW][C]17[/C][C]0.148264[/C][C]1.1484[/C][C]0.127671[/C][/ROW]
[ROW][C]18[/C][C]0.100755[/C][C]0.7804[/C][C]0.219099[/C][/ROW]
[ROW][C]19[/C][C]0.053096[/C][C]0.4113[/C][C]0.341166[/C][/ROW]
[ROW][C]20[/C][C]-0.001336[/C][C]-0.0103[/C][C]0.495889[/C][/ROW]
[ROW][C]21[/C][C]-0.036983[/C][C]-0.2865[/C][C]0.387753[/C][/ROW]
[ROW][C]22[/C][C]-0.075157[/C][C]-0.5822[/C][C]0.281319[/C][/ROW]
[ROW][C]23[/C][C]-0.12388[/C][C]-0.9596[/C][C]0.170561[/C][/ROW]
[ROW][C]24[/C][C]-0.166335[/C][C]-1.2884[/C][C]0.101272[/C][/ROW]
[ROW][C]25[/C][C]-0.193824[/C][C]-1.5014[/C][C]0.069254[/C][/ROW]
[ROW][C]26[/C][C]-0.204102[/C][C]-1.581[/C][C]0.059572[/C][/ROW]
[ROW][C]27[/C][C]-0.220496[/C][C]-1.708[/C][C]0.046407[/C][/ROW]
[ROW][C]28[/C][C]-0.230327[/C][C]-1.7841[/C][C]0.039731[/C][/ROW]
[ROW][C]29[/C][C]-0.233266[/C][C]-1.8069[/C][C]0.037899[/C][/ROW]
[ROW][C]30[/C][C]-0.243592[/C][C]-1.8869[/C][C]0.032011[/C][/ROW]
[ROW][C]31[/C][C]-0.26775[/C][C]-2.074[/C][C]0.02119[/C][/ROW]
[ROW][C]32[/C][C]-0.293237[/C][C]-2.2714[/C][C]0.013361[/C][/ROW]
[ROW][C]33[/C][C]-0.310165[/C][C]-2.4025[/C][C]0.009696[/C][/ROW]
[ROW][C]34[/C][C]-0.32948[/C][C]-2.5521[/C][C]0.006635[/C][/ROW]
[ROW][C]35[/C][C]-0.358029[/C][C]-2.7733[/C][C]0.003692[/C][/ROW]
[ROW][C]36[/C][C]-0.373509[/C][C]-2.8932[/C][C]0.002654[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28274&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28274&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	0.943494	7.3083	0
2	0.878999	6.8087	0
3	0.831174	6.4382	0
4	0.79208	6.1354	0
5	0.742225	5.7493	0
6	0.684382	5.3012	1e-06
7	0.642219	4.9746	3e-06
8	0.593973	4.6009	1.1e-05
9	0.537821	4.1659	5e-05
10	0.480064	3.7186	0.000221
11	0.424849	3.2909	0.000838
12	0.38428	2.9766	0.002099
13	0.33914	2.627	0.00546
14	0.298346	2.311	0.012144
15	0.246752	1.9113	0.030371
16	0.197543	1.5302	0.065616
17	0.148264	1.1484	0.127671
18	0.100755	0.7804	0.219099
19	0.053096	0.4113	0.341166
20	-0.001336	-0.0103	0.495889
21	-0.036983	-0.2865	0.387753
22	-0.075157	-0.5822	0.281319
23	-0.12388	-0.9596	0.170561
24	-0.166335	-1.2884	0.101272
25	-0.193824	-1.5014	0.069254
26	-0.204102	-1.581	0.059572
27	-0.220496	-1.708	0.046407
28	-0.230327	-1.7841	0.039731
29	-0.233266	-1.8069	0.037899
30	-0.243592	-1.8869	0.032011
31	-0.26775	-2.074	0.02119
32	-0.293237	-2.2714	0.013361
33	-0.310165	-2.4025	0.009696
34	-0.32948	-2.5521	0.006635
35	-0.358029	-2.7733	0.003692
36	-0.373509	-2.8932	0.002654

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.943494	7.3083	0
2	-0.101831	-0.7888	0.216673
3	0.123934	0.96	0.170458
4	0.031328	0.2427	0.404545
5	-0.111503	-0.8637	0.195596
6	-0.069403	-0.5376	0.296424
7	0.103224	0.7996	0.213558
8	-0.135681	-1.051	0.148742
9	-0.057152	-0.4427	0.329788
10	-0.031978	-0.2477	0.402607
11	-0.057899	-0.4485	0.327711
12	0.08994	0.6967	0.244349
13	-0.061526	-0.4766	0.317697
14	0.031844	0.2467	0.403007
15	-0.144238	-1.1173	0.134169
16	0.000604	0.0047	0.498143
17	-0.077355	-0.5992	0.275652
18	0.002411	0.0187	0.49258
19	-0.0741	-0.574	0.284065
20	-0.087291	-0.6762	0.250772
21	0.117735	0.912	0.182718
22	-0.111162	-0.8611	0.196316
23	-0.083058	-0.6434	0.26122
24	0.046839	0.3628	0.359009
25	0.057096	0.4423	0.329944
26	0.053114	0.4114	0.341115
27	0.015583	0.1207	0.452162
28	0.038355	0.2971	0.383711
29	0.0063	0.0488	0.48062
30	-0.103846	-0.8044	0.212174
31	-0.138748	-1.0747	0.143398
32	-0.005315	-0.0412	0.48365
33	-0.080122	-0.6206	0.2686
34	-0.067372	-0.5219	0.301844
35	-0.117181	-0.9077	0.18384
36	0.120602	0.9342	0.176978

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943494 & 7.3083 & 0 \tabularnewline
2 & -0.101831 & -0.7888 & 0.216673 \tabularnewline
3 & 0.123934 & 0.96 & 0.170458 \tabularnewline
4 & 0.031328 & 0.2427 & 0.404545 \tabularnewline
5 & -0.111503 & -0.8637 & 0.195596 \tabularnewline
6 & -0.069403 & -0.5376 & 0.296424 \tabularnewline
7 & 0.103224 & 0.7996 & 0.213558 \tabularnewline
8 & -0.135681 & -1.051 & 0.148742 \tabularnewline
9 & -0.057152 & -0.4427 & 0.329788 \tabularnewline
10 & -0.031978 & -0.2477 & 0.402607 \tabularnewline
11 & -0.057899 & -0.4485 & 0.327711 \tabularnewline
12 & 0.08994 & 0.6967 & 0.244349 \tabularnewline
13 & -0.061526 & -0.4766 & 0.317697 \tabularnewline
14 & 0.031844 & 0.2467 & 0.403007 \tabularnewline
15 & -0.144238 & -1.1173 & 0.134169 \tabularnewline
16 & 0.000604 & 0.0047 & 0.498143 \tabularnewline
17 & -0.077355 & -0.5992 & 0.275652 \tabularnewline
18 & 0.002411 & 0.0187 & 0.49258 \tabularnewline
19 & -0.0741 & -0.574 & 0.284065 \tabularnewline
20 & -0.087291 & -0.6762 & 0.250772 \tabularnewline
21 & 0.117735 & 0.912 & 0.182718 \tabularnewline
22 & -0.111162 & -0.8611 & 0.196316 \tabularnewline
23 & -0.083058 & -0.6434 & 0.26122 \tabularnewline
24 & 0.046839 & 0.3628 & 0.359009 \tabularnewline
25 & 0.057096 & 0.4423 & 0.329944 \tabularnewline
26 & 0.053114 & 0.4114 & 0.341115 \tabularnewline
27 & 0.015583 & 0.1207 & 0.452162 \tabularnewline
28 & 0.038355 & 0.2971 & 0.383711 \tabularnewline
29 & 0.0063 & 0.0488 & 0.48062 \tabularnewline
30 & -0.103846 & -0.8044 & 0.212174 \tabularnewline
31 & -0.138748 & -1.0747 & 0.143398 \tabularnewline
32 & -0.005315 & -0.0412 & 0.48365 \tabularnewline
33 & -0.080122 & -0.6206 & 0.2686 \tabularnewline
34 & -0.067372 & -0.5219 & 0.301844 \tabularnewline
35 & -0.117181 & -0.9077 & 0.18384 \tabularnewline
36 & 0.120602 & 0.9342 & 0.176978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28274&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]0.943494[/C][C]7.3083[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.101831[/C][C]-0.7888[/C][C]0.216673[/C][/ROW]
[ROW][C]3[/C][C]0.123934[/C][C]0.96[/C][C]0.170458[/C][/ROW]
[ROW][C]4[/C][C]0.031328[/C][C]0.2427[/C][C]0.404545[/C][/ROW]
[ROW][C]5[/C][C]-0.111503[/C][C]-0.8637[/C][C]0.195596[/C][/ROW]
[ROW][C]6[/C][C]-0.069403[/C][C]-0.5376[/C][C]0.296424[/C][/ROW]
[ROW][C]7[/C][C]0.103224[/C][C]0.7996[/C][C]0.213558[/C][/ROW]
[ROW][C]8[/C][C]-0.135681[/C][C]-1.051[/C][C]0.148742[/C][/ROW]
[ROW][C]9[/C][C]-0.057152[/C][C]-0.4427[/C][C]0.329788[/C][/ROW]
[ROW][C]10[/C][C]-0.031978[/C][C]-0.2477[/C][C]0.402607[/C][/ROW]
[ROW][C]11[/C][C]-0.057899[/C][C]-0.4485[/C][C]0.327711[/C][/ROW]
[ROW][C]12[/C][C]0.08994[/C][C]0.6967[/C][C]0.244349[/C][/ROW]
[ROW][C]13[/C][C]-0.061526[/C][C]-0.4766[/C][C]0.317697[/C][/ROW]
[ROW][C]14[/C][C]0.031844[/C][C]0.2467[/C][C]0.403007[/C][/ROW]
[ROW][C]15[/C][C]-0.144238[/C][C]-1.1173[/C][C]0.134169[/C][/ROW]
[ROW][C]16[/C][C]0.000604[/C][C]0.0047[/C][C]0.498143[/C][/ROW]
[ROW][C]17[/C][C]-0.077355[/C][C]-0.5992[/C][C]0.275652[/C][/ROW]
[ROW][C]18[/C][C]0.002411[/C][C]0.0187[/C][C]0.49258[/C][/ROW]
[ROW][C]19[/C][C]-0.0741[/C][C]-0.574[/C][C]0.284065[/C][/ROW]
[ROW][C]20[/C][C]-0.087291[/C][C]-0.6762[/C][C]0.250772[/C][/ROW]
[ROW][C]21[/C][C]0.117735[/C][C]0.912[/C][C]0.182718[/C][/ROW]
[ROW][C]22[/C][C]-0.111162[/C][C]-0.8611[/C][C]0.196316[/C][/ROW]
[ROW][C]23[/C][C]-0.083058[/C][C]-0.6434[/C][C]0.26122[/C][/ROW]
[ROW][C]24[/C][C]0.046839[/C][C]0.3628[/C][C]0.359009[/C][/ROW]
[ROW][C]25[/C][C]0.057096[/C][C]0.4423[/C][C]0.329944[/C][/ROW]
[ROW][C]26[/C][C]0.053114[/C][C]0.4114[/C][C]0.341115[/C][/ROW]
[ROW][C]27[/C][C]0.015583[/C][C]0.1207[/C][C]0.452162[/C][/ROW]
[ROW][C]28[/C][C]0.038355[/C][C]0.2971[/C][C]0.383711[/C][/ROW]
[ROW][C]29[/C][C]0.0063[/C][C]0.0488[/C][C]0.48062[/C][/ROW]
[ROW][C]30[/C][C]-0.103846[/C][C]-0.8044[/C][C]0.212174[/C][/ROW]
[ROW][C]31[/C][C]-0.138748[/C][C]-1.0747[/C][C]0.143398[/C][/ROW]
[ROW][C]32[/C][C]-0.005315[/C][C]-0.0412[/C][C]0.48365[/C][/ROW]
[ROW][C]33[/C][C]-0.080122[/C][C]-0.6206[/C][C]0.2686[/C][/ROW]
[ROW][C]34[/C][C]-0.067372[/C][C]-0.5219[/C][C]0.301844[/C][/ROW]
[ROW][C]35[/C][C]-0.117181[/C][C]-0.9077[/C][C]0.18384[/C][/ROW]
[ROW][C]36[/C][C]0.120602[/C][C]0.9342[/C][C]0.176978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28274&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28274&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	0.943494	7.3083	0
2	-0.101831	-0.7888	0.216673
3	0.123934	0.96	0.170458
4	0.031328	0.2427	0.404545
5	-0.111503	-0.8637	0.195596
6	-0.069403	-0.5376	0.296424
7	0.103224	0.7996	0.213558
8	-0.135681	-1.051	0.148742
9	-0.057152	-0.4427	0.329788
10	-0.031978	-0.2477	0.402607
11	-0.057899	-0.4485	0.327711
12	0.08994	0.6967	0.244349
13	-0.061526	-0.4766	0.317697
14	0.031844	0.2467	0.403007
15	-0.144238	-1.1173	0.134169
16	0.000604	0.0047	0.498143
17	-0.077355	-0.5992	0.275652
18	0.002411	0.0187	0.49258
19	-0.0741	-0.574	0.284065
20	-0.087291	-0.6762	0.250772
21	0.117735	0.912	0.182718
22	-0.111162	-0.8611	0.196316
23	-0.083058	-0.6434	0.26122
24	0.046839	0.3628	0.359009
25	0.057096	0.4423	0.329944
26	0.053114	0.4114	0.341115
27	0.015583	0.1207	0.452162
28	0.038355	0.2971	0.383711
29	0.0063	0.0488	0.48062
30	-0.103846	-0.8044	0.212174
31	-0.138748	-1.0747	0.143398
32	-0.005315	-0.0412	0.48365
33	-0.080122	-0.6206	0.2686
34	-0.067372	-0.5219	0.301844
35	-0.117181	-0.9077	0.18384
36	0.120602	0.9342	0.176978

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 = 0 ; par5 = 12 ;

Parameters (R input):

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