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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 13:02:32 -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/t1228248211gx3nlyrmpm2aex7.htm/, Retrieved Fri, 17 May 2024 02:40:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28318, Retrieved Fri, 17 May 2024 02:40:12 +0000

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No (this computation is public)

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Estimated Impact

158

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] [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] [821c4b3d195be8e737cf8c9dc649d3cf] [Current]

Feedback Forum

2008-12-09 23:35:16 [Gert-Jan Geudens] [reply] 
Correct. We bekomen inderdaad een stationaire reeks. Meer kunnen we hier niet aan toevoegen.

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	'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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28318&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28318&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28318&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.318258	-2.4446	0.008754
2	-0.114751	-0.8814	0.190834
3	0.054568	0.4191	0.338317
4	-0.246432	-1.8929	0.031641
5	0.248436	1.9083	0.030612
6	-0.04016	-0.3085	0.379404
7	0.110597	0.8495	0.199514
8	-0.094399	-0.7251	0.235631
9	-0.123204	-0.9464	0.173915
10	0.028548	0.2193	0.413594
11	-0.03251	-0.2497	0.401838
12	0.264037	2.0281	0.023536
13	0.005916	0.0454	0.481954
14	-0.111762	-0.8585	0.197057
15	-0.040861	-0.3139	0.377367
16	-0.128744	-0.9889	0.163374
17	0.06181	0.4748	0.318351
18	0.178372	1.3701	0.087923
19	0.049752	0.3822	0.35186
20	-0.171121	-1.3144	0.096899
21	-0.014434	-0.1109	0.456047
22	0.026786	0.2058	0.418847
23	-0.09711	-0.7459	0.229339
24	0.209892	1.6122	0.056127
25	-0.050276	-0.3862	0.350377
26	-0.097334	-0.7476	0.228823
27	0.058236	0.4473	0.32814
28	-0.213375	-1.639	0.053271
29	0.162439	1.2477	0.108531
30	0.080293	0.6167	0.269889
31	0.000751	0.0058	0.497707
32	-0.075532	-0.5802	0.282004
33	-0.071067	-0.5459	0.293605
34	0.068652	0.5273	0.299972
35	-0.154758	-1.1887	0.119657
36	0.2217	1.7029	0.046924

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.318258 & -2.4446 & 0.008754 \tabularnewline
2 & -0.114751 & -0.8814 & 0.190834 \tabularnewline
3 & 0.054568 & 0.4191 & 0.338317 \tabularnewline
4 & -0.246432 & -1.8929 & 0.031641 \tabularnewline
5 & 0.248436 & 1.9083 & 0.030612 \tabularnewline
6 & -0.04016 & -0.3085 & 0.379404 \tabularnewline
7 & 0.110597 & 0.8495 & 0.199514 \tabularnewline
8 & -0.094399 & -0.7251 & 0.235631 \tabularnewline
9 & -0.123204 & -0.9464 & 0.173915 \tabularnewline
10 & 0.028548 & 0.2193 & 0.413594 \tabularnewline
11 & -0.03251 & -0.2497 & 0.401838 \tabularnewline
12 & 0.264037 & 2.0281 & 0.023536 \tabularnewline
13 & 0.005916 & 0.0454 & 0.481954 \tabularnewline
14 & -0.111762 & -0.8585 & 0.197057 \tabularnewline
15 & -0.040861 & -0.3139 & 0.377367 \tabularnewline
16 & -0.128744 & -0.9889 & 0.163374 \tabularnewline
17 & 0.06181 & 0.4748 & 0.318351 \tabularnewline
18 & 0.178372 & 1.3701 & 0.087923 \tabularnewline
19 & 0.049752 & 0.3822 & 0.35186 \tabularnewline
20 & -0.171121 & -1.3144 & 0.096899 \tabularnewline
21 & -0.014434 & -0.1109 & 0.456047 \tabularnewline
22 & 0.026786 & 0.2058 & 0.418847 \tabularnewline
23 & -0.09711 & -0.7459 & 0.229339 \tabularnewline
24 & 0.209892 & 1.6122 & 0.056127 \tabularnewline
25 & -0.050276 & -0.3862 & 0.350377 \tabularnewline
26 & -0.097334 & -0.7476 & 0.228823 \tabularnewline
27 & 0.058236 & 0.4473 & 0.32814 \tabularnewline
28 & -0.213375 & -1.639 & 0.053271 \tabularnewline
29 & 0.162439 & 1.2477 & 0.108531 \tabularnewline
30 & 0.080293 & 0.6167 & 0.269889 \tabularnewline
31 & 0.000751 & 0.0058 & 0.497707 \tabularnewline
32 & -0.075532 & -0.5802 & 0.282004 \tabularnewline
33 & -0.071067 & -0.5459 & 0.293605 \tabularnewline
34 & 0.068652 & 0.5273 & 0.299972 \tabularnewline
35 & -0.154758 & -1.1887 & 0.119657 \tabularnewline
36 & 0.2217 & 1.7029 & 0.046924 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28318&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]-0.318258[/C][C]-2.4446[/C][C]0.008754[/C][/ROW]
[ROW][C]2[/C][C]-0.114751[/C][C]-0.8814[/C][C]0.190834[/C][/ROW]
[ROW][C]3[/C][C]0.054568[/C][C]0.4191[/C][C]0.338317[/C][/ROW]
[ROW][C]4[/C][C]-0.246432[/C][C]-1.8929[/C][C]0.031641[/C][/ROW]
[ROW][C]5[/C][C]0.248436[/C][C]1.9083[/C][C]0.030612[/C][/ROW]
[ROW][C]6[/C][C]-0.04016[/C][C]-0.3085[/C][C]0.379404[/C][/ROW]
[ROW][C]7[/C][C]0.110597[/C][C]0.8495[/C][C]0.199514[/C][/ROW]
[ROW][C]8[/C][C]-0.094399[/C][C]-0.7251[/C][C]0.235631[/C][/ROW]
[ROW][C]9[/C][C]-0.123204[/C][C]-0.9464[/C][C]0.173915[/C][/ROW]
[ROW][C]10[/C][C]0.028548[/C][C]0.2193[/C][C]0.413594[/C][/ROW]
[ROW][C]11[/C][C]-0.03251[/C][C]-0.2497[/C][C]0.401838[/C][/ROW]
[ROW][C]12[/C][C]0.264037[/C][C]2.0281[/C][C]0.023536[/C][/ROW]
[ROW][C]13[/C][C]0.005916[/C][C]0.0454[/C][C]0.481954[/C][/ROW]
[ROW][C]14[/C][C]-0.111762[/C][C]-0.8585[/C][C]0.197057[/C][/ROW]
[ROW][C]15[/C][C]-0.040861[/C][C]-0.3139[/C][C]0.377367[/C][/ROW]
[ROW][C]16[/C][C]-0.128744[/C][C]-0.9889[/C][C]0.163374[/C][/ROW]
[ROW][C]17[/C][C]0.06181[/C][C]0.4748[/C][C]0.318351[/C][/ROW]
[ROW][C]18[/C][C]0.178372[/C][C]1.3701[/C][C]0.087923[/C][/ROW]
[ROW][C]19[/C][C]0.049752[/C][C]0.3822[/C][C]0.35186[/C][/ROW]
[ROW][C]20[/C][C]-0.171121[/C][C]-1.3144[/C][C]0.096899[/C][/ROW]
[ROW][C]21[/C][C]-0.014434[/C][C]-0.1109[/C][C]0.456047[/C][/ROW]
[ROW][C]22[/C][C]0.026786[/C][C]0.2058[/C][C]0.418847[/C][/ROW]
[ROW][C]23[/C][C]-0.09711[/C][C]-0.7459[/C][C]0.229339[/C][/ROW]
[ROW][C]24[/C][C]0.209892[/C][C]1.6122[/C][C]0.056127[/C][/ROW]
[ROW][C]25[/C][C]-0.050276[/C][C]-0.3862[/C][C]0.350377[/C][/ROW]
[ROW][C]26[/C][C]-0.097334[/C][C]-0.7476[/C][C]0.228823[/C][/ROW]
[ROW][C]27[/C][C]0.058236[/C][C]0.4473[/C][C]0.32814[/C][/ROW]
[ROW][C]28[/C][C]-0.213375[/C][C]-1.639[/C][C]0.053271[/C][/ROW]
[ROW][C]29[/C][C]0.162439[/C][C]1.2477[/C][C]0.108531[/C][/ROW]
[ROW][C]30[/C][C]0.080293[/C][C]0.6167[/C][C]0.269889[/C][/ROW]
[ROW][C]31[/C][C]0.000751[/C][C]0.0058[/C][C]0.497707[/C][/ROW]
[ROW][C]32[/C][C]-0.075532[/C][C]-0.5802[/C][C]0.282004[/C][/ROW]
[ROW][C]33[/C][C]-0.071067[/C][C]-0.5459[/C][C]0.293605[/C][/ROW]
[ROW][C]34[/C][C]0.068652[/C][C]0.5273[/C][C]0.299972[/C][/ROW]
[ROW][C]35[/C][C]-0.154758[/C][C]-1.1887[/C][C]0.119657[/C][/ROW]
[ROW][C]36[/C][C]0.2217[/C][C]1.7029[/C][C]0.046924[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28318&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28318&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	-0.318258	-2.4446	0.008754
2	-0.114751	-0.8814	0.190834
3	0.054568	0.4191	0.338317
4	-0.246432	-1.8929	0.031641
5	0.248436	1.9083	0.030612
6	-0.04016	-0.3085	0.379404
7	0.110597	0.8495	0.199514
8	-0.094399	-0.7251	0.235631
9	-0.123204	-0.9464	0.173915
10	0.028548	0.2193	0.413594
11	-0.03251	-0.2497	0.401838
12	0.264037	2.0281	0.023536
13	0.005916	0.0454	0.481954
14	-0.111762	-0.8585	0.197057
15	-0.040861	-0.3139	0.377367
16	-0.128744	-0.9889	0.163374
17	0.06181	0.4748	0.318351
18	0.178372	1.3701	0.087923
19	0.049752	0.3822	0.35186
20	-0.171121	-1.3144	0.096899
21	-0.014434	-0.1109	0.456047
22	0.026786	0.2058	0.418847
23	-0.09711	-0.7459	0.229339
24	0.209892	1.6122	0.056127
25	-0.050276	-0.3862	0.350377
26	-0.097334	-0.7476	0.228823
27	0.058236	0.4473	0.32814
28	-0.213375	-1.639	0.053271
29	0.162439	1.2477	0.108531
30	0.080293	0.6167	0.269889
31	0.000751	0.0058	0.497707
32	-0.075532	-0.5802	0.282004
33	-0.071067	-0.5459	0.293605
34	0.068652	0.5273	0.299972
35	-0.154758	-1.1887	0.119657
36	0.2217	1.7029	0.046924

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.318258	-2.4446	0.008754
2	-0.240388	-1.8465	0.034922
3	-0.079403	-0.6099	0.272132
4	-0.333121	-2.5587	0.006545
5	0.038432	0.2952	0.384437
6	-0.045683	-0.3509	0.363458
7	0.185642	1.4259	0.079577
8	-0.055187	-0.4239	0.336589
9	-0.041724	-0.3205	0.374866
10	-0.134995	-1.0369	0.152004
11	-0.070001	-0.5377	0.296406
12	0.163779	1.258	0.106672
13	0.202	1.5516	0.063054
14	0.090278	0.6934	0.245378
15	0.018925	0.1454	0.44246
16	-0.095943	-0.737	0.232035
17	-0.147587	-1.1336	0.130766
18	0.059418	0.4564	0.32489
19	0.144822	1.1124	0.13524
20	-0.0337	-0.2589	0.398324
21	0.040375	0.3101	0.378779
22	0.084199	0.6467	0.260152
23	-0.136034	-1.0449	0.150167
24	-0.03186	-0.2447	0.403759
25	-0.101957	-0.7831	0.218336
26	-0.086119	-0.6615	0.255435
27	0.067269	0.5167	0.303648
28	-0.085526	-0.6569	0.256887
29	0.014327	0.11	0.456374
30	-0.014222	-0.1092	0.456692
31	-0.003528	-0.0271	0.489236
32	-0.139523	-1.0717	0.144111
33	0.000745	0.0057	0.497726
34	0.020375	0.1565	0.438084
35	-0.110401	-0.848	0.19993
36	0.041864	0.3216	0.374459

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.318258 & -2.4446 & 0.008754 \tabularnewline
2 & -0.240388 & -1.8465 & 0.034922 \tabularnewline
3 & -0.079403 & -0.6099 & 0.272132 \tabularnewline
4 & -0.333121 & -2.5587 & 0.006545 \tabularnewline
5 & 0.038432 & 0.2952 & 0.384437 \tabularnewline
6 & -0.045683 & -0.3509 & 0.363458 \tabularnewline
7 & 0.185642 & 1.4259 & 0.079577 \tabularnewline
8 & -0.055187 & -0.4239 & 0.336589 \tabularnewline
9 & -0.041724 & -0.3205 & 0.374866 \tabularnewline
10 & -0.134995 & -1.0369 & 0.152004 \tabularnewline
11 & -0.070001 & -0.5377 & 0.296406 \tabularnewline
12 & 0.163779 & 1.258 & 0.106672 \tabularnewline
13 & 0.202 & 1.5516 & 0.063054 \tabularnewline
14 & 0.090278 & 0.6934 & 0.245378 \tabularnewline
15 & 0.018925 & 0.1454 & 0.44246 \tabularnewline
16 & -0.095943 & -0.737 & 0.232035 \tabularnewline
17 & -0.147587 & -1.1336 & 0.130766 \tabularnewline
18 & 0.059418 & 0.4564 & 0.32489 \tabularnewline
19 & 0.144822 & 1.1124 & 0.13524 \tabularnewline
20 & -0.0337 & -0.2589 & 0.398324 \tabularnewline
21 & 0.040375 & 0.3101 & 0.378779 \tabularnewline
22 & 0.084199 & 0.6467 & 0.260152 \tabularnewline
23 & -0.136034 & -1.0449 & 0.150167 \tabularnewline
24 & -0.03186 & -0.2447 & 0.403759 \tabularnewline
25 & -0.101957 & -0.7831 & 0.218336 \tabularnewline
26 & -0.086119 & -0.6615 & 0.255435 \tabularnewline
27 & 0.067269 & 0.5167 & 0.303648 \tabularnewline
28 & -0.085526 & -0.6569 & 0.256887 \tabularnewline
29 & 0.014327 & 0.11 & 0.456374 \tabularnewline
30 & -0.014222 & -0.1092 & 0.456692 \tabularnewline
31 & -0.003528 & -0.0271 & 0.489236 \tabularnewline
32 & -0.139523 & -1.0717 & 0.144111 \tabularnewline
33 & 0.000745 & 0.0057 & 0.497726 \tabularnewline
34 & 0.020375 & 0.1565 & 0.438084 \tabularnewline
35 & -0.110401 & -0.848 & 0.19993 \tabularnewline
36 & 0.041864 & 0.3216 & 0.374459 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28318&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]-0.318258[/C][C]-2.4446[/C][C]0.008754[/C][/ROW]
[ROW][C]2[/C][C]-0.240388[/C][C]-1.8465[/C][C]0.034922[/C][/ROW]
[ROW][C]3[/C][C]-0.079403[/C][C]-0.6099[/C][C]0.272132[/C][/ROW]
[ROW][C]4[/C][C]-0.333121[/C][C]-2.5587[/C][C]0.006545[/C][/ROW]
[ROW][C]5[/C][C]0.038432[/C][C]0.2952[/C][C]0.384437[/C][/ROW]
[ROW][C]6[/C][C]-0.045683[/C][C]-0.3509[/C][C]0.363458[/C][/ROW]
[ROW][C]7[/C][C]0.185642[/C][C]1.4259[/C][C]0.079577[/C][/ROW]
[ROW][C]8[/C][C]-0.055187[/C][C]-0.4239[/C][C]0.336589[/C][/ROW]
[ROW][C]9[/C][C]-0.041724[/C][C]-0.3205[/C][C]0.374866[/C][/ROW]
[ROW][C]10[/C][C]-0.134995[/C][C]-1.0369[/C][C]0.152004[/C][/ROW]
[ROW][C]11[/C][C]-0.070001[/C][C]-0.5377[/C][C]0.296406[/C][/ROW]
[ROW][C]12[/C][C]0.163779[/C][C]1.258[/C][C]0.106672[/C][/ROW]
[ROW][C]13[/C][C]0.202[/C][C]1.5516[/C][C]0.063054[/C][/ROW]
[ROW][C]14[/C][C]0.090278[/C][C]0.6934[/C][C]0.245378[/C][/ROW]
[ROW][C]15[/C][C]0.018925[/C][C]0.1454[/C][C]0.44246[/C][/ROW]
[ROW][C]16[/C][C]-0.095943[/C][C]-0.737[/C][C]0.232035[/C][/ROW]
[ROW][C]17[/C][C]-0.147587[/C][C]-1.1336[/C][C]0.130766[/C][/ROW]
[ROW][C]18[/C][C]0.059418[/C][C]0.4564[/C][C]0.32489[/C][/ROW]
[ROW][C]19[/C][C]0.144822[/C][C]1.1124[/C][C]0.13524[/C][/ROW]
[ROW][C]20[/C][C]-0.0337[/C][C]-0.2589[/C][C]0.398324[/C][/ROW]
[ROW][C]21[/C][C]0.040375[/C][C]0.3101[/C][C]0.378779[/C][/ROW]
[ROW][C]22[/C][C]0.084199[/C][C]0.6467[/C][C]0.260152[/C][/ROW]
[ROW][C]23[/C][C]-0.136034[/C][C]-1.0449[/C][C]0.150167[/C][/ROW]
[ROW][C]24[/C][C]-0.03186[/C][C]-0.2447[/C][C]0.403759[/C][/ROW]
[ROW][C]25[/C][C]-0.101957[/C][C]-0.7831[/C][C]0.218336[/C][/ROW]
[ROW][C]26[/C][C]-0.086119[/C][C]-0.6615[/C][C]0.255435[/C][/ROW]
[ROW][C]27[/C][C]0.067269[/C][C]0.5167[/C][C]0.303648[/C][/ROW]
[ROW][C]28[/C][C]-0.085526[/C][C]-0.6569[/C][C]0.256887[/C][/ROW]
[ROW][C]29[/C][C]0.014327[/C][C]0.11[/C][C]0.456374[/C][/ROW]
[ROW][C]30[/C][C]-0.014222[/C][C]-0.1092[/C][C]0.456692[/C][/ROW]
[ROW][C]31[/C][C]-0.003528[/C][C]-0.0271[/C][C]0.489236[/C][/ROW]
[ROW][C]32[/C][C]-0.139523[/C][C]-1.0717[/C][C]0.144111[/C][/ROW]
[ROW][C]33[/C][C]0.000745[/C][C]0.0057[/C][C]0.497726[/C][/ROW]
[ROW][C]34[/C][C]0.020375[/C][C]0.1565[/C][C]0.438084[/C][/ROW]
[ROW][C]35[/C][C]-0.110401[/C][C]-0.848[/C][C]0.19993[/C][/ROW]
[ROW][C]36[/C][C]0.041864[/C][C]0.3216[/C][C]0.374459[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28318&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28318&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	-0.318258	-2.4446	0.008754
2	-0.240388	-1.8465	0.034922
3	-0.079403	-0.6099	0.272132
4	-0.333121	-2.5587	0.006545
5	0.038432	0.2952	0.384437
6	-0.045683	-0.3509	0.363458
7	0.185642	1.4259	0.079577
8	-0.055187	-0.4239	0.336589
9	-0.041724	-0.3205	0.374866
10	-0.134995	-1.0369	0.152004
11	-0.070001	-0.5377	0.296406
12	0.163779	1.258	0.106672
13	0.202	1.5516	0.063054
14	0.090278	0.6934	0.245378
15	0.018925	0.1454	0.44246
16	-0.095943	-0.737	0.232035
17	-0.147587	-1.1336	0.130766
18	0.059418	0.4564	0.32489
19	0.144822	1.1124	0.13524
20	-0.0337	-0.2589	0.398324
21	0.040375	0.3101	0.378779
22	0.084199	0.6467	0.260152
23	-0.136034	-1.0449	0.150167
24	-0.03186	-0.2447	0.403759
25	-0.101957	-0.7831	0.218336
26	-0.086119	-0.6615	0.255435
27	0.067269	0.5167	0.303648
28	-0.085526	-0.6569	0.256887
29	0.014327	0.11	0.456374
30	-0.014222	-0.1092	0.456692
31	-0.003528	-0.0271	0.489236
32	-0.139523	-1.0717	0.144111
33	0.000745	0.0057	0.497726
34	0.020375	0.1565	0.438084
35	-0.110401	-0.848	0.19993
36	0.041864	0.3216	0.374459

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